+858.2%
CRS vs IONS
-14.9%
+873.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.4% |
| 7D | +4.4% | -29.4% | +33.8% | +10.2% |
| 30D | -19.1% | -35.1% | +16.0% | -13.2% |
| 3M | -43.2% | -48.9% | +5.6% | -36.2% |
| 6M | -28.9% | -62.4% | +33.5% | -15.8% |
| YTD | -3.0% | -64.2% | +61.2% | +15.8% |
| 1Y | -5.3% | -60.9% | +55.6% | +10.9% |
| 3Y | +363.5% | -38.9% | +402.4% | +366.8% |
| 5Y | +858.2% | -15.6% | +873.8% | +755.9% |
| All | +858.2% | -14.9% | +873.1% | +755.9% |
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 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