+26.8%
CP vs IONS
-18.9%
+45.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +1.2% |
| 7D | +0.9% | -29.6% | +30.5% | +3.4% |
| 30D | +10.3% | -35.6% | +45.9% | +13.9% |
| 3M | +2.3% | -51.7% | +54.0% | +8.1% |
| 6M | +10.7% | -64.0% | +74.7% | +19.5% |
| YTD | +29.3% | -65.5% | +94.8% | +40.0% |
| 1Y | +31.5% | -62.4% | +93.9% | +41.1% |
| 3Y | +36.7% | -41.1% | +77.8% | +36.7% |
| 5Y | +26.8% | -16.5% | +43.3% | +23.0% |
| All | +26.8% | -18.9% | +45.7% | +23.0% |
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