+198.1%
CPB vs IONS
+440.4%
-242.3%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | -8.6% | -4.8% | -3.7% | -8.4% |
| 30D | -7.2% | +7.2% | -14.4% | -7.5% |
| 3M | +0.9% | -22.7% | +23.6% | +1.7% |
| 6M | -11.8% | -26.9% | +15.1% | -10.9% |
| YTD | -19.4% | -26.6% | +7.2% | -18.6% |
| 1Y | -30.4% | -2.1% | -28.3% | -30.5% |
| 3Y | -40.2% | +43.4% | -83.6% | -41.6% |
| 5Y | -39.5% | +47.0% | -86.5% | -41.4% |
| 10Y | -47.4% | +97.2% | -144.6% | -50.5% |
| All | +198.1% | +440.4% | -242.3% | +139.6% |
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