+47.1%
CSX vs IONS
-44.5%
+91.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.7% |
| 7D | +0.1% | -10.6% | +10.7% | +0.8% |
| 30D | +9.7% | -7.7% | +17.4% | +10.2% |
| 3M | +2.3% | -27.1% | +29.4% | +4.2% |
| 6M | +17.1% | -46.8% | +63.9% | +19.4% |
| YTD | +44.9% | -49.2% | +94.1% | +48.8% |
| 1Y | +47.1% | -44.9% | +92.0% | +49.2% |
| All | +47.1% | -44.5% | +91.6% | +49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling