+314.7%
A vs IONS
-32.1%
+346.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | -0.7% |
| 7D | -0.5% | -26.3% | +25.8% | +4.8% |
| 30D | 0.0% | -31.9% | +31.9% | +6.9% |
| 3M | +16.7% | -48.0% | +64.7% | +31.2% |
| 6M | +54.8% | -62.6% | +117.4% | +83.7% |
| YTD | +28.8% | -63.3% | +92.1% | +53.1% |
| 1Y | +19.3% | -58.4% | +77.7% | +38.0% |
| 3Y | +65.5% | -38.2% | +103.8% | +68.6% |
| 5Y | +12.1% | -11.1% | +23.2% | +2.1% |
| All | +314.7% | -32.1% | +346.8% | +289.4% |
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 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