+2,475.7%
JCI vs IONS
+440.4%
+2,035.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +3.8% | -4.8% | +8.7% | +4.3% |
| 30D | -5.7% | +7.2% | -12.9% | -6.4% |
| 3M | -1.4% | -22.7% | +21.3% | +0.4% |
| 6M | +4.1% | -26.9% | +31.0% | +6.6% |
| YTD | +21.7% | -26.6% | +48.3% | +24.4% |
| 1Y | +36.1% | -2.1% | +38.3% | +35.2% |
| 3Y | +154.4% | +43.4% | +111.0% | +139.5% |
| 5Y | +112.0% | +47.0% | +65.0% | +96.3% |
| 10Y | +322.2% | +97.2% | +225.0% | +267.3% |
| All | +2,475.7% | +440.4% | +2,035.3% | +1,533.4% |
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