-21.5%
IONS vs CAI
-14.7%
-6.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.8% | +10.2% | +6.7% |
| 7D | -26.3% | -8.7% | -17.6% | -25.8% |
| 30D | -31.9% | -23.8% | -8.1% | -30.6% |
| 3M | -48.0% | +3.9% | -51.9% | -47.9% |
| 6M | -62.6% | +56.8% | -119.4% | -63.5% |
| YTD | -63.3% | -14.6% | -48.7% | -63.1% |
| 1Y | -58.4% | -5.2% | -53.2% | -58.3% |
| All | -21.5% | -14.7% | -6.8% | -28.1% |
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 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