+14.6%
IONS vs CLBK
+67.9%
-53.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -4.8% | +1.2% | -6.1% | -5.2% |
| 30D | +7.2% | +9.1% | -1.9% | +4.6% |
| 3M | -22.7% | +27.7% | -50.4% | -28.1% |
| 6M | -26.9% | +40.8% | -67.7% | -34.0% |
| YTD | -26.6% | +66.4% | -93.0% | -37.1% |
| 1Y | -2.1% | +72.4% | -74.5% | -17.4% |
| 3Y | +43.4% | +50.7% | -7.2% | +22.7% |
| 5Y | +47.0% | +42.9% | +4.1% | +21.8% |
| All | +14.6% | +67.9% | -53.3% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling