+9,480.4%
CRS vs IONS
+440.4%
+9,040.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | -0.2% | -4.8% | +4.6% | +0.4% |
| 30D | -16.6% | +7.2% | -23.8% | -17.4% |
| 3M | -3.5% | -22.7% | +19.2% | -0.9% |
| 6M | +15.4% | -26.9% | +42.3% | +19.3% |
| YTD | +51.2% | -26.6% | +77.8% | +56.0% |
| 1Y | +98.3% | -2.1% | +100.4% | +97.0% |
| 3Y | +651.5% | +43.4% | +608.1% | +597.3% |
| 5Y | +1,411.1% | +47.0% | +1,364.1% | +1,278.7% |
| 10Y | +1,424.3% | +97.2% | +1,327.2% | +1,210.3% |
| All | +9,480.4% | +440.4% | +9,040.0% | +6,056.7% |
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