+22.7%
IONS vs CRL
+386.8%
-364.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.8% | -6.2% | -1.1% |
| 7D | -9.4% | -6.1% | -3.3% | -7.7% |
| 30D | -10.7% | +12.4% | -23.1% | -14.7% |
| 3M | -27.7% | +27.1% | -54.8% | -33.9% |
| 6M | -48.7% | +85.7% | -134.4% | -59.7% |
| YTD | -50.2% | +69.2% | -119.4% | -60.1% |
| 1Y | -46.8% | +97.5% | -144.3% | -59.9% |
| 3Y | -14.8% | +86.1% | -100.9% | -39.2% |
| 5Y | +17.0% | -10.0% | +27.1% | +11.7% |
| All | +22.7% | +386.8% | -364.0% | -74.4% |
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