+97.5%
CSCO vs IONS
-36.9%
+134.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +6.4% | -12.7% | -6.4% |
| 7D | +1.9% | -26.3% | +28.2% | +2.7% |
| 30D | -15.8% | -31.9% | +16.1% | -14.9% |
| 3M | -15.4% | -48.0% | +32.6% | -13.7% |
| 6M | -5.4% | -62.6% | +57.2% | -3.0% |
| YTD | +26.5% | -63.3% | +89.7% | +29.8% |
| 1Y | +25.9% | -58.4% | +84.3% | +28.1% |
| 3Y | +97.5% | -38.2% | +135.8% | +82.5% |
| All | +97.5% | -36.9% | +134.4% | +82.5% |
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