+116.0%
CTAS vs IONS
-11.8%
+127.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -0.8% |
| 7D | +2.0% | -26.3% | +28.3% | +3.9% |
| 30D | +8.7% | -31.9% | +40.6% | +11.4% |
| 3M | +13.3% | -48.0% | +61.3% | +18.3% |
| 6M | +39.4% | -62.6% | +101.9% | +49.0% |
| YTD | +21.5% | -63.3% | +84.8% | +29.9% |
| 1Y | +21.9% | -58.4% | +80.3% | +28.8% |
| 3Y | +73.6% | -38.2% | +111.9% | +72.9% |
| All | +116.0% | -11.8% | +127.9% | +101.7% |
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