+112.1%
IONS vs CRL
+1,647.7%
-1,535.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.4% |
| 7D | -29.6% | +8.9% | -38.5% | -32.5% |
| 30D | -35.6% | +14.0% | -49.5% | -39.7% |
| 3M | -51.7% | +19.8% | -71.5% | -55.8% |
| 6M | -64.0% | +102.0% | -166.0% | -74.1% |
| YTD | -65.5% | +70.8% | -136.3% | -73.9% |
| 1Y | -62.4% | +98.7% | -161.1% | -73.4% |
| 3Y | -41.1% | +98.2% | -139.2% | -61.9% |
| 5Y | -16.5% | -11.7% | -4.8% | -25.9% |
| 10Y | -35.8% | +356.7% | -392.5% | -75.7% |
| All | +112.1% | +1,647.7% | -1,535.6% | -50.7% |
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