+418.4%
CSX vs IONS
-36.2%
+454.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +1.4% |
| 7D | +3.1% | -29.6% | +32.7% | +7.3% |
| 30D | +9.7% | -35.6% | +45.3% | +15.5% |
| 3M | +4.9% | -51.7% | +56.6% | +14.6% |
| 6M | +18.4% | -64.0% | +82.3% | +33.4% |
| YTD | +45.9% | -65.5% | +111.3% | +65.2% |
| 1Y | +50.0% | -62.4% | +112.4% | +67.7% |
| 3Y | +78.0% | -41.1% | +119.1% | +81.1% |
| 5Y | +59.2% | -16.5% | +75.6% | +48.3% |
| All | +418.4% | -36.2% | +454.6% | +409.3% |
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