+83.9%
IONS vs CRL
+241.6%
-157.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -1.4% |
| 7D | -5.3% | -0.6% | -4.7% | -5.1% |
| 30D | +0.3% | +5.0% | -4.7% | -1.5% |
| 3M | -22.9% | +50.6% | -73.5% | -34.3% |
| 6M | -23.4% | +60.9% | -84.3% | -37.2% |
| YTD | -28.3% | +40.7% | -69.1% | -38.7% |
| 1Y | -7.0% | +73.3% | -80.3% | -27.4% |
| 3Y | +37.6% | +40.6% | -3.0% | +8.9% |
| 5Y | +53.4% | -37.0% | +90.4% | +70.8% |
| 10Y | +83.9% | +244.3% | -160.3% | -47.7% |
| All | +83.9% | +241.6% | -157.7% | -47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling