+5,676.4%
CRM vs IONS
+907.6%
+4,768.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -5.0% | -8.7% | +3.7% | -3.2% |
| 30D | +23.6% | -1.6% | +25.2% | +23.7% |
| 3M | +39.6% | -24.9% | +64.5% | +46.4% |
| 6M | +23.4% | -25.7% | +49.1% | +29.4% |
| YTD | -7.4% | -29.2% | +21.8% | -2.2% |
| 1Y | -2.3% | -13.0% | +10.7% | -1.7% |
| 3Y | +10.5% | +35.9% | -25.4% | -3.7% |
| 5Y | -4.7% | +54.5% | -59.2% | -21.2% |
| 10Y | +234.7% | +93.1% | +141.6% | +140.0% |
| All | +5,676.4% | +907.6% | +4,768.8% | +1,779.2% |
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 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