+17,590.3%
COR vs IONS
+495.0%
+17,095.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.9% |
| 7D | +0.8% | -9.4% | +10.2% | +1.7% |
| 30D | +5.1% | -10.7% | +15.9% | +6.1% |
| 3M | +2.8% | -27.7% | +30.5% | +5.5% |
| 6M | +32.5% | -48.7% | +81.2% | +39.5% |
| YTD | -0.7% | -50.2% | +49.5% | +4.7% |
| 1Y | -6.7% | -46.8% | +40.1% | -2.3% |
| 3Y | +73.7% | -14.8% | +88.6% | +71.7% |
| 5Y | +177.9% | +17.0% | +160.9% | +162.9% |
| 10Y | +533.8% | +45.3% | +488.5% | +474.3% |
| All | +17,590.3% | +495.0% | +17,095.3% | +10,927.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling