+142.0%
CNP vs IONS
-32.1%
+174.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.8% | -0.1% |
| 7D | +1.3% | -26.3% | +27.6% | +4.2% |
| 30D | +3.8% | -31.9% | +35.7% | +7.6% |
| 3M | +2.4% | -48.0% | +50.3% | +9.0% |
| 6M | -1.2% | -62.6% | +61.4% | +8.5% |
| YTD | +9.3% | -63.3% | +72.5% | +19.9% |
| 1Y | +6.4% | -58.4% | +64.8% | +15.1% |
| 3Y | +66.4% | -38.2% | +104.6% | +68.3% |
| 5Y | +75.7% | -11.1% | +86.8% | +64.9% |
| All | +142.0% | -32.1% | +174.1% | +137.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling