-31.6%
CPB vs IONS
+17.1%
-48.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.3% |
| 7D | +8.0% | -9.4% | +17.4% | +8.4% |
| 30D | +22.4% | -10.7% | +33.1% | +22.9% |
| 3M | +2.5% | -27.7% | +30.2% | +3.8% |
| 6M | +12.2% | -48.7% | +60.9% | +15.2% |
| YTD | -12.8% | -50.2% | +37.4% | -10.5% |
| 1Y | -19.2% | -46.8% | +27.6% | -17.2% |
| 3Y | -35.6% | -14.8% | -20.7% | -35.6% |
| All | -31.6% | +17.1% | -48.7% | -29.6% |
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 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