-38.8%
IONS vs CPAY
+219.9%
-258.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.4% | +5.0% | +6.0% |
| 7D | -26.3% | +1.6% | -27.8% | -26.6% |
| 30D | -31.9% | +17.6% | -49.6% | -35.4% |
| 3M | -48.0% | +8.7% | -56.7% | -49.5% |
| 6M | -62.6% | +39.5% | -102.1% | -66.6% |
| YTD | -63.3% | +53.6% | -116.9% | -68.7% |
| 1Y | -58.4% | +63.3% | -121.7% | -65.3% |
| 3Y | -38.2% | +101.7% | -139.9% | -54.0% |
| 5Y | -11.1% | +91.4% | -102.5% | -33.8% |
| All | -38.8% | +219.9% | -258.7% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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