+1,412.7%
CRS vs IONS
+84.6%
+1,328.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -0.5% | -8.7% | +8.1% | +1.7% |
| 30D | -18.1% | -1.6% | -16.5% | -17.9% |
| 3M | -12.4% | -24.9% | +12.5% | -7.3% |
| 6M | +15.9% | -25.7% | +41.6% | +23.0% |
| YTD | +45.8% | -29.2% | +75.0% | +56.3% |
| 1Y | +87.8% | -13.0% | +100.8% | +90.1% |
| 3Y | +648.7% | +35.9% | +612.8% | +536.9% |
| 5Y | +1,416.6% | +54.5% | +1,362.1% | +1,096.0% |
| 10Y | +1,412.7% | +93.1% | +1,319.6% | +911.9% |
| All | +1,412.7% | +84.6% | +1,328.1% | +911.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling