+27.2%
CP vs IONS
-11.8%
+39.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -6.9% | -1.0% |
| 7D | +2.1% | -26.3% | +28.4% | +4.3% |
| 30D | +9.3% | -31.9% | +41.3% | +12.3% |
| 3M | +0.5% | -48.0% | +48.4% | +5.5% |
| 6M | +10.4% | -62.6% | +73.0% | +18.8% |
| YTD | +28.7% | -63.3% | +92.0% | +38.6% |
| 1Y | +33.2% | -58.4% | +91.6% | +41.8% |
| 3Y | +38.4% | -38.2% | +76.7% | +37.9% |
| All | +27.2% | -11.8% | +39.0% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling