+366.8%
CSCO vs IONS
+88.4%
+278.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | +0.3% |
| 7D | -0.5% | -5.3% | +4.8% | +0.2% |
| 30D | -10.1% | +0.3% | -10.4% | -10.2% |
| 3M | -11.7% | -22.9% | +11.1% | -9.6% |
| 6M | +40.1% | -23.4% | +63.5% | +43.3% |
| YTD | +43.8% | -28.3% | +72.1% | +48.4% |
| 1Y | +66.6% | -7.0% | +73.6% | +65.1% |
| 3Y | +108.5% | +37.6% | +70.9% | +87.8% |
| 5Y | +114.0% | +53.4% | +60.6% | +83.9% |
| 10Y | +366.8% | +83.9% | +282.9% | +289.1% |
| All | +366.8% | +88.4% | +278.4% | +289.1% |
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