+1,438.1%
CRS vs IONS
+51.6%
+1,386.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.2% | -3.0% |
| 7D | -3.1% | -5.3% | +2.2% | -2.0% |
| 30D | -19.6% | +0.3% | -19.9% | -19.8% |
| 3M | -8.1% | -22.9% | +14.8% | -4.3% |
| 6M | +18.6% | -23.4% | +42.0% | +23.6% |
| YTD | +45.9% | -28.3% | +74.2% | +54.0% |
| 1Y | +82.5% | -7.0% | +89.5% | +81.3% |
| 3Y | +648.9% | +37.6% | +611.3% | +543.1% |
| 5Y | +1,438.1% | +53.4% | +1,384.7% | +1,152.8% |
| All | +1,438.1% | +51.6% | +1,386.5% | +1,152.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling