+323.5%
CORZ vs IONS
-45.3%
+368.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.5% | +10.5% | +10.9% |
| 7D | +14.2% | -29.4% | +43.6% | +22.2% |
| 30D | -3.0% | -35.1% | +32.1% | +6.3% |
| 3M | -26.3% | -48.9% | +22.6% | -14.4% |
| 6M | -36.5% | -62.4% | +25.9% | -21.9% |
| YTD | +0.1% | -64.2% | +64.3% | +24.5% |
| 1Y | -15.9% | -60.9% | +45.0% | +2.1% |
| All | +323.5% | -45.3% | +368.9% | +340.6% |
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