+293.5%
JCI vs IONS
-32.1%
+325.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.4% | -8.7% | -3.1% |
| 7D | +3.2% | -26.3% | +29.5% | +6.8% |
| 30D | -8.6% | -31.9% | +23.3% | -4.4% |
| 3M | -7.7% | -48.0% | +40.2% | 0.0% |
| 6M | -2.6% | -62.6% | +60.0% | +9.6% |
| YTD | +17.4% | -63.3% | +80.6% | +32.2% |
| 1Y | +16.9% | -58.4% | +75.3% | +29.1% |
| 3Y | +186.7% | -38.2% | +225.0% | +189.0% |
| 5Y | +95.4% | -11.1% | +106.5% | +81.2% |
| All | +293.5% | -32.1% | +325.6% | +278.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 10y: compounded portfolio wealth divided by compounded IONS 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…
10y analysis · Full analysis span regression · 6 months rolling