+12.5%
A vs IONS
+17.1%
-4.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.4% |
| 7D | -0.1% | -9.4% | +9.4% | +1.8% |
| 30D | +3.4% | -10.7% | +14.1% | +5.4% |
| 3M | +23.8% | -27.7% | +51.5% | +30.9% |
| 6M | +49.0% | -48.7% | +97.7% | +65.8% |
| YTD | +29.4% | -50.2% | +79.6% | +44.6% |
| 1Y | +19.4% | -46.8% | +66.2% | +31.4% |
| 3Y | +66.2% | -14.8% | +81.0% | +57.6% |
| All | +12.5% | +17.1% | -4.6% | -4.5% |
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 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