+13.0%
IONS vs CRL
-10.4%
+23.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.8% | -6.2% | -0.3% |
| 7D | -9.4% | -6.1% | -3.3% | -8.2% |
| 30D | -10.7% | +12.4% | -23.1% | -13.5% |
| 3M | -27.7% | +27.1% | -54.8% | -32.0% |
| 6M | -48.7% | +85.7% | -134.4% | -56.7% |
| YTD | -50.2% | +69.2% | -119.4% | -57.3% |
| 1Y | -46.8% | +97.5% | -144.3% | -56.4% |
| 3Y | -14.8% | +86.1% | -100.9% | -32.6% |
| All | +13.0% | -10.4% | +23.4% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling