+352.0%
CRS vs IONS
-38.5%
+390.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.4% |
| 7D | +4.4% | -29.4% | +33.8% | +9.1% |
| 30D | -19.1% | -35.1% | +16.0% | -14.2% |
| 3M | -43.2% | -48.9% | +5.6% | -37.1% |
| 6M | -28.9% | -62.4% | +33.5% | -17.7% |
| YTD | -3.0% | -64.2% | +61.2% | +13.2% |
| 1Y | -5.3% | -60.9% | +55.6% | +8.6% |
| All | +352.0% | -38.5% | +390.5% | +330.8% |
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