+250.9%
CP vs IONS
+17.3%
+233.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.9% |
| 7D | +2.8% | -9.4% | +12.2% | +3.9% |
| 30D | +10.2% | -10.7% | +20.9% | +11.6% |
| 3M | +2.4% | -27.7% | +30.0% | +6.0% |
| 6M | +7.7% | -48.7% | +56.4% | +15.5% |
| YTD | +26.0% | -50.2% | +76.2% | +35.5% |
| 1Y | +34.6% | -46.8% | +81.4% | +43.5% |
| 3Y | +26.7% | -14.8% | +41.5% | +23.9% |
| 5Y | +24.9% | +17.0% | +7.9% | +14.2% |
| All | +250.9% | +17.3% | +233.6% | +241.9% |
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 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