+9,600.7%
CP vs IONS
+266.7%
+9,334.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.8% |
| 7D | +2.8% | -9.4% | +12.2% | +3.6% |
| 30D | +10.2% | -10.7% | +20.9% | +11.2% |
| 3M | +2.4% | -27.7% | +30.0% | +4.9% |
| 6M | +7.7% | -48.7% | +56.4% | +13.1% |
| YTD | +26.0% | -50.2% | +76.2% | +32.6% |
| 1Y | +34.6% | -46.8% | +81.4% | +40.8% |
| 3Y | +26.7% | -14.8% | +41.5% | +25.5% |
| 5Y | +24.9% | +17.0% | +7.9% | +18.8% |
| 10Y | +258.6% | +45.3% | +213.3% | +224.8% |
| All | +9,600.7% | +266.7% | +9,334.0% | +6,633.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling