+33.0%
CP vs IONS
-59.8%
+92.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.1% | +8.8% | 0.0% |
| 7D | +2.8% | -30.3% | +33.1% | +3.9% |
| 30D | +11.0% | -37.7% | +48.8% | +13.0% |
| 3M | +3.8% | -50.5% | +54.3% | +7.2% |
| 6M | +9.5% | -62.8% | +72.2% | +13.5% |
| YTD | +28.2% | -64.4% | +92.6% | +34.2% |
| 1Y | +33.0% | -59.5% | +92.4% | +34.2% |
| All | +33.0% | -59.8% | +92.7% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling