+34.5%
CMS vs IONS
-11.8%
+46.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.4% | -4.7% | +1.5% |
| 7D | +1.7% | -26.3% | +28.0% | +2.5% |
| 30D | +6.2% | -31.9% | +38.1% | +7.2% |
| 3M | +0.6% | -48.0% | +48.6% | +2.4% |
| 6M | -1.8% | -62.6% | +60.8% | +0.9% |
| YTD | +3.8% | -63.3% | +67.1% | +6.7% |
| 1Y | -1.8% | -58.4% | +56.6% | +0.5% |
| 3Y | +39.8% | -38.2% | +78.1% | +41.1% |
| All | +34.5% | -11.8% | +46.3% | +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