-42.5%
CPNG vs IONS
-18.9%
-23.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.6% | -0.8% | -3.3% |
| 7D | -6.9% | -29.6% | +22.7% | +1.9% |
| 30D | +1.1% | -35.6% | +36.7% | +13.5% |
| 3M | -6.3% | -51.7% | +45.4% | +14.4% |
| 6M | -3.8% | -64.0% | +60.1% | +25.9% |
| YTD | -35.2% | -65.5% | +30.3% | -14.2% |
| 1Y | -47.0% | -62.4% | +15.5% | -31.9% |
| 3Y | -0.2% | -41.1% | +40.9% | +0.7% |
| 5Y | -42.5% | -16.5% | -26.0% | -56.7% |
| All | -42.5% | -18.9% | -23.6% | -56.7% |
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