+17,808.6%
CTAS vs IONS
+266.7%
+17,541.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.9% |
| 7D | +1.2% | -9.4% | +10.6% | +2.0% |
| 30D | +12.8% | -10.7% | +23.5% | +13.8% |
| 3M | +10.3% | -27.7% | +37.9% | +13.3% |
| 6M | +32.0% | -48.7% | +80.7% | +39.2% |
| YTD | +19.1% | -50.2% | +69.3% | +25.8% |
| 1Y | +21.5% | -46.8% | +68.3% | +27.4% |
| 3Y | +76.0% | -14.8% | +90.9% | +73.7% |
| 5Y | +110.9% | +17.0% | +93.9% | +99.3% |
| 10Y | +849.8% | +45.3% | +804.5% | +755.4% |
| All | +17,808.6% | +266.7% | +17,541.9% | +11,847.0% |
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 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