+2.5%
CTSH vs IONS
-40.7%
+43.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -0.9% |
| 7D | -4.2% | -29.6% | +25.4% | -2.5% |
| 30D | +3.9% | -35.6% | +39.5% | +6.2% |
| 3M | +10.2% | -51.7% | +61.9% | +14.3% |
| 6M | +35.3% | -64.0% | +99.3% | +42.5% |
| YTD | -21.8% | -65.5% | +43.7% | -17.5% |
| 1Y | -12.1% | -62.4% | +50.3% | -8.1% |
| All | +2.5% | -40.7% | +43.1% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling