-18.0%
CPB vs IONS
-44.5%
+26.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.7% | +6.6% | +6.0% |
| 7D | +13.0% | -10.6% | +23.5% | +13.7% |
| 30D | +20.5% | -7.7% | +28.2% | +21.0% |
| 3M | +2.2% | -27.1% | +29.3% | +4.4% |
| 6M | +15.4% | -46.8% | +62.2% | +20.8% |
| YTD | -12.3% | -49.2% | +36.9% | -8.1% |
| 1Y | -18.0% | -44.9% | +26.9% | -14.4% |
| All | -18.0% | -44.5% | +26.6% | -14.4% |
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