+115.6%
CRBG vs IONS
+16.0%
+99.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +1.7% |
| 7D | +0.6% | -6.7% | +7.3% | +1.2% |
| 30D | +2.6% | -4.1% | +6.7% | +3.0% |
| 3M | +24.0% | -26.6% | +50.6% | +26.8% |
| 6M | +50.5% | -27.5% | +78.0% | +54.1% |
| YTD | +17.1% | -31.5% | +48.6% | +20.6% |
| 1Y | +5.9% | -15.3% | +21.2% | +6.5% |
| 3Y | +122.7% | +31.3% | +91.4% | +102.0% |
| All | +115.6% | +16.0% | +99.6% | +100.9% |
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