-26.2%
IONS vs CAI
-11.3%
-14.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -3.4% |
| 7D | -29.6% | -8.0% | -21.7% | -29.2% |
| 30D | -35.6% | -18.9% | -16.7% | -34.6% |
| 3M | -51.7% | +7.6% | -59.3% | -51.7% |
| 6M | -64.0% | +43.0% | -106.9% | -64.7% |
| YTD | -65.5% | -11.2% | -54.3% | -65.4% |
| 1Y | -62.4% | -3.3% | -59.1% | -62.4% |
| All | -26.2% | -11.3% | -14.9% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling