+2,477.0%
JCI vs IONS
+163.5%
+2,313.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.4% |
| 7D | +2.9% | -29.4% | +32.3% | +5.9% |
| 30D | -6.9% | -35.1% | +28.2% | -3.5% |
| 3M | -6.3% | -48.9% | +42.6% | -0.8% |
| 6M | +2.6% | -62.4% | +65.0% | +11.2% |
| YTD | +21.8% | -64.2% | +86.0% | +32.5% |
| 1Y | +19.6% | -60.9% | +80.5% | +29.0% |
| 3Y | +194.9% | -38.9% | +233.8% | +199.8% |
| 5Y | +108.1% | -15.6% | +123.7% | +102.4% |
| 10Y | +307.6% | -33.5% | +341.1% | +291.6% |
| All | +2,477.0% | +163.5% | +2,313.5% | +1,639.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling