+9,768.1%
CP vs IONS
+260.9%
+9,507.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.4% |
| 7D | +6.1% | -12.6% | +18.7% | +7.3% |
| 30D | +9.8% | -11.8% | +21.6% | +10.8% |
| 3M | +2.7% | -28.4% | +31.1% | +5.4% |
| 6M | +12.8% | -48.4% | +61.2% | +18.4% |
| YTD | +28.2% | -51.0% | +79.1% | +35.0% |
| 1Y | +34.1% | -48.0% | +82.2% | +40.6% |
| 3Y | +28.9% | -17.8% | +46.6% | +28.0% |
| 5Y | +27.1% | +15.2% | +11.9% | +21.0% |
| 10Y | +264.8% | +43.0% | +221.8% | +230.9% |
| All | +9,768.1% | +260.9% | +9,507.2% | +6,758.6% |
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