+17,873.0%
CTAS vs IONS
+188.4%
+17,684.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -21.4% | +21.7% | +2.3% |
| 7D | -0.7% | -24.8% | +24.1% | +1.6% |
| 30D | +10.3% | -31.5% | +41.8% | +13.7% |
| 3M | +10.2% | -45.2% | +55.4% | +15.7% |
| 6M | +34.4% | -59.1% | +93.4% | +44.2% |
| YTD | +19.6% | -60.8% | +80.4% | +28.6% |
| 1Y | +21.8% | -57.9% | +79.6% | +30.1% |
| 3Y | +74.1% | -34.5% | +108.6% | +75.5% |
| 5Y | +114.0% | -8.8% | +122.9% | +106.4% |
| 10Y | +813.9% | -19.2% | +833.2% | +765.5% |
| All | +17,873.0% | +188.4% | +17,684.7% | +12,118.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling