+113.3%
CTAS vs IONS
+17.1%
+96.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.9% |
| 7D | +1.2% | -9.4% | +10.6% | +1.9% |
| 30D | +12.8% | -10.7% | +23.5% | +13.6% |
| 3M | +10.3% | -27.7% | +37.9% | +12.8% |
| 6M | +32.0% | -48.7% | +80.7% | +38.3% |
| YTD | +19.1% | -50.2% | +69.3% | +24.9% |
| 1Y | +21.5% | -46.8% | +68.3% | +26.6% |
| 3Y | +76.0% | -14.8% | +90.9% | +71.6% |
| All | +113.3% | +17.1% | +96.2% | +99.0% |
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