-21.6%
CPRT vs IONS
-55.7%
+34.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -21.4% | +22.9% | +1.6% |
| 7D | +1.6% | -24.8% | +26.5% | +1.8% |
| 30D | +18.8% | -31.5% | +50.3% | +19.2% |
| 3M | +9.4% | -45.2% | +54.6% | +10.8% |
| 6M | -4.4% | -59.1% | +54.7% | -1.9% |
| YTD | -17.1% | -60.8% | +43.7% | -15.3% |
| All | -21.6% | -55.7% | +34.1% | -17.8% |
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