+39.6%
CMS vs IONS
-34.1%
+73.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -21.4% | +21.9% | +1.0% |
| 7D | -0.9% | -24.8% | +23.9% | -0.4% |
| 30D | +7.1% | -31.5% | +38.6% | +7.9% |
| 3M | -1.3% | -45.2% | +43.9% | 0.0% |
| 6M | -2.7% | -59.1% | +56.4% | -0.8% |
| YTD | +2.6% | -60.8% | +63.4% | +4.7% |
| 1Y | -2.0% | -57.9% | +55.8% | -0.2% |
| 3Y | +39.6% | -34.5% | +74.1% | +40.7% |
| All | +39.6% | -34.1% | +73.8% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling