+407.7%
COR vs IONS
+93.0%
+314.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +2.8% | -4.8% | +7.6% | +3.4% |
| 30D | +4.5% | +7.2% | -2.7% | +3.5% |
| 3M | +22.7% | -22.7% | +45.3% | +26.1% |
| 6M | -9.7% | -26.9% | +17.2% | -6.7% |
| YTD | -1.4% | -26.6% | +25.1% | +1.7% |
| 1Y | +13.9% | -2.1% | +16.1% | +12.7% |
| 3Y | +94.0% | +43.4% | +50.5% | +75.6% |
| 5Y | +184.0% | +47.0% | +137.0% | +148.2% |
| All | +407.7% | +93.0% | +314.8% | +291.7% |
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 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