+1,156.2%
ABBV vs IONS
+446.5%
+709.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | +0.4% | -4.8% | +5.2% | +1.1% |
| 30D | +4.2% | +7.2% | -3.0% | +3.1% |
| 3M | +14.8% | -22.7% | +37.5% | +18.2% |
| 6M | +10.3% | -26.9% | +37.1% | +14.3% |
| YTD | +14.9% | -26.6% | +41.5% | +18.9% |
| 1Y | +24.1% | -2.1% | +26.3% | +23.4% |
| 3Y | +91.9% | +43.4% | +48.5% | +75.9% |
| 5Y | +176.0% | +47.0% | +129.1% | +145.7% |
| 10Y | +502.9% | +97.2% | +405.8% | +390.6% |
| All | +1,156.2% | +446.5% | +709.7% | +911.7% |
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