-3.4%
ABT vs IONS
-11.1%
+7.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -21.4% | +21.9% | +2.5% |
| 7D | +0.3% | -24.8% | +25.1% | +2.7% |
| 30D | +11.6% | -31.5% | +43.2% | +15.3% |
| 3M | +3.1% | -45.2% | +48.3% | +8.9% |
| 6M | +32.8% | -59.1% | +91.9% | +43.6% |
| YTD | -9.6% | -60.8% | +51.2% | -1.9% |
| 1Y | -10.4% | -57.9% | +47.5% | -3.6% |
| 3Y | +25.8% | -34.5% | +60.3% | +26.2% |
| 5Y | -3.4% | -8.8% | +5.4% | -9.2% |
| All | -3.4% | -11.1% | +7.7% | -9.2% |
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