-2.1%
IONS vs CAI
-31.3%
+29.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -4.8% | -2.2% | -2.7% | -4.7% |
| 30D | +7.2% | +52.4% | -45.2% | +4.3% |
| 3M | -22.7% | +45.1% | -67.8% | -24.7% |
| 6M | -26.9% | +26.2% | -53.1% | -28.4% |
| YTD | -26.6% | -7.1% | -19.5% | -26.7% |
| 1Y | -2.1% | -31.0% | +28.9% | -6.1% |
| All | -2.1% | -31.3% | +29.1% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling