-64.0%
IONS vs CRL
+101.4%
-165.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.6% |
| 7D | -29.6% | +8.9% | -38.5% | -30.4% |
| 30D | -35.6% | +14.0% | -49.5% | -36.4% |
| 3M | -51.7% | +19.8% | -71.5% | -52.7% |
| 6M | -64.0% | +102.0% | -166.0% | -66.8% |
| All | -64.0% | +101.4% | -165.4% | -66.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling