+34.7%
CMS vs IONS
+17.1%
+17.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.2% |
| 7D | -1.3% | -9.4% | +8.1% | -1.0% |
| 30D | +6.3% | -10.7% | +17.0% | +6.6% |
| 3M | -2.1% | -27.7% | +25.6% | -1.1% |
| 6M | -5.1% | -48.7% | +43.6% | -3.3% |
| YTD | +1.3% | -50.2% | +51.4% | +3.2% |
| 1Y | -1.4% | -46.8% | +45.4% | +0.3% |
| 3Y | +36.9% | -14.8% | +51.8% | +37.1% |
| All | +34.7% | +17.1% | +17.5% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling