+662.9%
CTAS vs IONS
+88.4%
+574.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.3% |
| 7D | 0.0% | -5.3% | +5.2% | +0.6% |
| 30D | -1.0% | +0.3% | -1.3% | -1.1% |
| 3M | +15.8% | -22.9% | +38.6% | +19.0% |
| 6M | -1.0% | -23.4% | +22.4% | +1.7% |
| YTD | +7.4% | -28.3% | +35.7% | +11.2% |
| 1Y | -0.1% | -7.0% | +6.9% | -0.6% |
| 3Y | +66.3% | +37.6% | +28.7% | +50.9% |
| 5Y | +111.0% | +53.4% | +57.6% | +82.7% |
| 10Y | +662.9% | +83.9% | +579.0% | +547.2% |
| All | +662.9% | +88.4% | +574.5% | +547.2% |
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 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