+73,857.3%
CSCO vs IONS
+266.7%
+73,590.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.2% |
| 7D | -10.2% | -9.4% | -0.8% | -9.0% |
| 30D | -20.1% | -10.7% | -9.3% | -18.9% |
| 3M | -22.4% | -27.7% | +5.3% | -19.2% |
| 6M | +2.8% | -48.7% | +51.5% | +10.7% |
| YTD | +23.6% | -50.2% | +73.8% | +33.4% |
| 1Y | +34.0% | -46.8% | +80.8% | +43.2% |
| 3Y | +89.3% | -14.8% | +104.1% | +85.5% |
| 5Y | +87.9% | +17.0% | +70.8% | +72.7% |
| 10Y | +314.9% | +45.3% | +269.6% | +252.0% |
| All | +73,857.3% | +266.7% | +73,590.6% | +34,891.7% |
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