+206.2%
IONS vs CRL
+1,630.9%
-1,424.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.8% | -6.2% | -1.6% |
| 7D | -9.4% | -6.1% | -3.3% | -7.3% |
| 30D | -10.7% | +12.4% | -23.1% | -15.5% |
| 3M | -27.7% | +27.1% | -54.8% | -35.1% |
| 6M | -48.7% | +85.7% | -134.4% | -61.6% |
| YTD | -50.2% | +69.2% | -119.4% | -62.0% |
| 1Y | -46.8% | +97.5% | -144.3% | -62.1% |
| 3Y | -14.8% | +86.1% | -100.9% | -43.1% |
| 5Y | +17.0% | -10.0% | +27.1% | +3.2% |
| 10Y | +45.3% | +395.0% | -349.7% | -46.5% |
| All | +206.2% | +1,630.9% | -1,424.7% | -28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling