-11.4%
IONS vs CRL
-12.1%
+0.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.8% | +7.2% | +6.6% |
| 7D | -26.3% | +0.1% | -26.4% | -26.5% |
| 30D | -31.9% | +11.9% | -43.9% | -34.2% |
| 3M | -48.0% | +20.2% | -68.1% | -50.6% |
| 6M | -62.6% | +107.5% | -170.1% | -69.4% |
| YTD | -63.3% | +69.4% | -132.7% | -68.7% |
| 1Y | -58.4% | +99.7% | -158.1% | -66.1% |
| 3Y | -38.2% | +98.8% | -137.0% | -52.2% |
| All | -11.4% | -12.1% | +0.7% | -4.3% |
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