+22.6%
CTSH vs IONS
+98.1%
-75.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | -2.7% | -4.8% | +2.1% | -2.0% |
| 30D | +12.4% | +7.2% | +5.2% | +11.1% |
| 3M | +17.4% | -22.7% | +40.1% | +20.8% |
| 6M | -3.1% | -26.9% | +23.8% | +0.4% |
| YTD | -23.6% | -26.6% | +3.0% | -21.0% |
| 1Y | -10.8% | -2.1% | -8.7% | -12.2% |
| 3Y | -8.3% | +43.4% | -51.7% | -18.4% |
| 5Y | -11.3% | +47.0% | -58.3% | -23.4% |
| All | +22.6% | +98.1% | -75.5% | +6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling