-38.8%
IONS vs CRL
+350.3%
-389.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.8% | +7.2% | +6.7% |
| 7D | -26.3% | +0.1% | -26.4% | -26.6% |
| 30D | -31.9% | +11.9% | -43.9% | -35.1% |
| 3M | -48.0% | +20.2% | -68.1% | -51.7% |
| 6M | -62.6% | +107.5% | -170.1% | -71.7% |
| YTD | -63.3% | +69.4% | -132.7% | -70.6% |
| 1Y | -58.4% | +99.7% | -158.1% | -68.8% |
| 3Y | -38.2% | +98.8% | -137.0% | -57.0% |
| 5Y | -11.1% | -12.4% | +1.3% | -14.2% |
| All | -38.8% | +350.3% | -389.1% | -82.5% |
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