+53.6%
CSX vs IONS
+13.2%
+40.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.0% | -2.1% |
| 7D | -2.7% | -12.6% | +9.9% | -1.6% |
| 30D | +7.0% | -11.8% | +18.8% | +8.1% |
| 3M | -0.3% | -28.4% | +28.1% | +2.4% |
| 6M | +13.5% | -48.4% | +62.0% | +19.3% |
| YTD | +41.5% | -51.0% | +92.5% | +49.2% |
| 1Y | +45.8% | -48.0% | +93.8% | +52.8% |
| 3Y | +74.4% | -17.8% | +92.2% | +71.1% |
| 5Y | +53.6% | +15.2% | +38.4% | +50.8% |
| All | +53.6% | +13.2% | +40.5% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling