+134.8%
CNP vs IONS
+17.3%
+117.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.6% |
| 7D | -4.2% | -9.4% | +5.2% | -3.2% |
| 30D | +5.5% | -10.7% | +16.3% | +6.7% |
| 3M | +0.6% | -27.7% | +28.2% | +3.7% |
| 6M | -2.8% | -48.7% | +45.9% | +3.3% |
| YTD | +7.9% | -50.2% | +58.0% | +14.7% |
| 1Y | +6.7% | -46.8% | +53.5% | +12.6% |
| 3Y | +61.1% | -14.8% | +76.0% | +58.4% |
| 5Y | +73.0% | +17.0% | +56.0% | +59.6% |
| All | +134.8% | +17.3% | +117.5% | +130.3% |
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