+68.6%
CSX vs IONS
-16.4%
+85.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -3.5% |
| 7D | -5.5% | -9.4% | +3.9% | -4.9% |
| 30D | +4.9% | -10.7% | +15.7% | +5.7% |
| 3M | -2.9% | -27.7% | +24.8% | -0.7% |
| 6M | +8.3% | -48.7% | +57.1% | +12.9% |
| YTD | +36.7% | -50.2% | +86.9% | +42.7% |
| 1Y | +41.5% | -46.8% | +88.3% | +46.9% |
| 3Y | +68.6% | -14.8% | +83.5% | +62.5% |
| All | +68.6% | -16.4% | +85.0% | +62.5% |
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