+11.8%
CRM vs IONS
+31.9%
-20.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.1% |
| 7D | -4.4% | -6.7% | +2.2% | -3.9% |
| 30D | +28.1% | -4.1% | +32.2% | +28.3% |
| 3M | +48.8% | -26.6% | +75.4% | +52.3% |
| 6M | +28.3% | -27.5% | +55.8% | +31.2% |
| YTD | -6.0% | -31.5% | +25.5% | -3.5% |
| 1Y | +1.4% | -15.3% | +16.8% | +1.6% |
| 3Y | +11.8% | +31.3% | -19.4% | +5.8% |
| All | +11.8% | +31.9% | -20.0% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling