+7.1%
CRM vs IONS
-2.1%
+9.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | +1.3% | -4.8% | +6.1% | +1.2% |
| 30D | +34.3% | +7.2% | +27.1% | +33.9% |
| 3M | +37.7% | -22.7% | +60.4% | +40.0% |
| 6M | +34.9% | -26.9% | +61.8% | +36.9% |
| YTD | -1.6% | -26.6% | +24.9% | -1.0% |
| 1Y | +7.1% | -2.1% | +9.3% | +2.2% |
| All | +7.1% | -2.1% | +9.2% | +2.2% |
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