+116.9%
JCI vs IONS
+47.7%
+69.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +3.8% | -4.8% | +8.7% | +4.4% |
| 30D | -5.7% | +7.2% | -12.9% | -6.5% |
| 3M | -1.4% | -22.7% | +21.3% | +0.7% |
| 6M | +4.1% | -26.9% | +31.0% | +7.0% |
| YTD | +21.7% | -26.6% | +48.3% | +25.0% |
| 1Y | +36.1% | -2.1% | +38.3% | +34.5% |
| 3Y | +154.4% | +43.4% | +111.0% | +130.2% |
| All | +116.9% | +47.7% | +69.1% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling