+51.4%
IONS vs CAI
-11.0%
+62.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.0% |
| 7D | -8.7% | -3.1% | -5.6% | -8.5% |
| 30D | -1.6% | +2.7% | -4.3% | -1.8% |
| 3M | -24.9% | +41.7% | -66.6% | -26.6% |
| 6M | -25.7% | +26.5% | -52.1% | -27.1% |
| YTD | -29.2% | -10.9% | -18.3% | -29.3% |
| 1Y | -13.0% | -29.2% | +16.2% | -13.0% |
| All | +51.4% | -11.0% | +62.4% | +37.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling