+54.5%
IONS vs CPAY
+54.3%
+0.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -8.7% | -2.5% | -6.2% | -8.0% |
| 30D | -1.6% | +1.3% | -2.9% | -2.1% |
| 3M | -24.9% | +13.5% | -38.4% | -27.8% |
| 6M | -25.7% | +24.7% | -50.4% | -30.9% |
| YTD | -29.2% | +34.9% | -64.1% | -36.3% |
| 1Y | -13.0% | +29.7% | -42.7% | -21.0% |
| 3Y | +35.9% | +49.4% | -13.4% | +12.7% |
| 5Y | +54.5% | +53.5% | +1.0% | +21.1% |
| All | +54.5% | +54.3% | +0.2% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling