+114.6%
CTAS vs IONS
+47.7%
+66.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.8% | -4.8% | +3.0% | -1.5% |
| 30D | -0.2% | +7.2% | -7.4% | -0.8% |
| 3M | +11.7% | -22.7% | +34.4% | +13.5% |
| 6M | +0.7% | -26.9% | +27.6% | +2.7% |
| YTD | +7.4% | -26.6% | +34.0% | +9.4% |
| 1Y | -2.1% | -2.1% | 0.0% | -2.8% |
| 3Y | +62.9% | +43.4% | +19.5% | +51.6% |
| All | +114.6% | +47.7% | +66.9% | +91.5% |
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 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