-39.2%
IONS vs CLBK
+54.5%
-93.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.3% | -9.3% | -9.1% |
| 7D | -30.3% | +2.9% | -33.2% | -30.5% |
| 30D | -37.7% | +5.4% | -43.1% | -38.2% |
| 3M | -50.5% | +5.8% | -56.2% | -50.9% |
| 6M | -62.8% | +28.9% | -91.7% | -64.3% |
| YTD | -64.4% | +61.8% | -126.2% | -67.3% |
| 1Y | -59.5% | +63.1% | -122.6% | -62.9% |
| 3Y | -39.2% | +55.3% | -94.5% | -46.3% |
| All | -39.2% | +54.5% | -93.7% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 3y: compounded portfolio wealth divided by compounded CLBK 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…
3y analysis · Full analysis span regression · 6 months rolling