+108.1%
CSCO vs IONS
+46.3%
+61.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.7% | -4.8% | +4.2% | -0.5% |
| 30D | -10.1% | +7.2% | -17.3% | -10.3% |
| 3M | -15.7% | -22.7% | +7.0% | -15.6% |
| 6M | +36.3% | -26.9% | +63.2% | +36.7% |
| YTD | +43.8% | -26.6% | +70.4% | +44.3% |
| 1Y | +63.9% | -2.1% | +66.1% | +61.5% |
| All | +108.1% | +46.3% | +61.8% | +98.1% |
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 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