+24.0%
CTAS vs IONS
-61.6%
+85.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +0.1% |
| 7D | +0.5% | -29.6% | +30.1% | +0.8% |
| 30D | +10.2% | -35.6% | +45.8% | +10.7% |
| 3M | +12.1% | -51.7% | +63.8% | +13.2% |
| 6M | +38.3% | -64.0% | +102.3% | +41.5% |
| YTD | +21.9% | -65.5% | +87.4% | +24.9% |
| 1Y | +24.0% | -62.4% | +86.5% | +28.1% |
| All | +24.0% | -61.6% | +85.7% | +28.1% |
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