+54.7%
IONS vs CRL
-35.5%
+90.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.3% |
| 7D | -4.8% | -1.0% | -3.8% | -4.6% |
| 30D | +7.2% | +10.7% | -3.5% | +4.7% |
| 3M | -22.7% | +55.3% | -78.0% | -31.1% |
| 6M | -26.9% | +60.7% | -87.5% | -35.9% |
| YTD | -26.6% | +44.6% | -71.2% | -34.2% |
| 1Y | -2.1% | +77.7% | -79.9% | -17.5% |
| 3Y | +43.4% | +37.6% | +5.8% | +23.8% |
| All | +54.7% | -35.5% | +90.2% | +53.5% |
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 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