-69.0%
CPNG vs IONS
+10.6%
-79.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -7.4% | -4.8% | -2.6% | -6.2% |
| 30D | -4.4% | +7.2% | -11.6% | -6.4% |
| 3M | -7.5% | -22.7% | +15.2% | -2.4% |
| 6M | -19.9% | -26.9% | +6.9% | -14.4% |
| YTD | -35.2% | -26.6% | -8.6% | -30.9% |
| 1Y | -46.8% | -2.1% | -44.7% | -48.2% |
| 3Y | -20.2% | +43.4% | -63.6% | -37.3% |
| 5Y | -48.4% | +47.0% | -95.4% | -63.2% |
| All | -69.0% | +10.6% | -79.6% | -77.7% |
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 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