-44.9%
IONS vs CAI
+12.6%
-57.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -10.6% | -6.3% | -4.3% | -10.2% |
| 30D | -7.7% | +9.3% | -17.0% | -8.3% |
| 3M | -27.1% | +106.3% | -133.4% | -30.5% |
| 6M | -46.8% | +77.7% | -124.5% | -49.0% |
| YTD | -49.2% | +23.1% | -72.4% | -50.0% |
| 1Y | -44.9% | +6.5% | -51.5% | -44.8% |
| All | -44.9% | +12.6% | -57.5% | -44.8% |
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