-44.9%
IONS vs CRL
+85.3%
-130.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.3% | +6.6% | +0.3% |
| 7D | -10.6% | -12.8% | +2.2% | -9.0% |
| 30D | -7.7% | +5.0% | -12.7% | -8.3% |
| 3M | -27.1% | +39.4% | -66.5% | -29.6% |
| 6M | -46.8% | +89.4% | -136.1% | -51.3% |
| YTD | -49.2% | +63.6% | -112.8% | -53.2% |
| 1Y | -44.9% | +83.5% | -128.4% | -50.2% |
| All | -44.9% | +85.3% | -130.3% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling