+256.9%
CP vs IONS
-29.6%
+286.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -0.7% | -29.4% | +28.8% | +3.0% |
| 30D | +9.6% | -35.1% | +44.8% | +14.8% |
| 3M | +2.2% | -48.9% | +51.1% | +10.0% |
| 6M | +11.1% | -62.4% | +73.5% | +23.2% |
| YTD | +28.2% | -64.2% | +92.4% | +42.9% |
| 1Y | +32.2% | -60.9% | +93.1% | +45.6% |
| 3Y | +35.5% | -38.9% | +74.4% | +37.1% |
| 5Y | +26.8% | -15.6% | +42.4% | +19.5% |
| 10Y | +256.9% | -33.5% | +290.4% | +256.8% |
| All | +256.9% | -29.6% | +286.5% | +256.8% |
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