+4,389.7%
ABT vs IONS
+440.4%
+3,949.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -3.7% | -4.8% | +1.2% | -3.3% |
| 30D | +2.5% | +7.2% | -4.7% | +1.9% |
| 3M | +20.2% | -22.7% | +42.9% | +22.0% |
| 6M | -2.9% | -26.9% | +24.0% | -1.1% |
| YTD | -11.9% | -26.6% | +14.6% | -10.4% |
| 1Y | -16.5% | -2.1% | -14.4% | -16.9% |
| 3Y | +12.1% | +43.4% | -31.3% | +7.0% |
| 5Y | -7.4% | +47.0% | -54.4% | -12.6% |
| 10Y | +210.7% | +97.2% | +113.5% | +181.8% |
| All | +4,389.7% | +440.4% | +3,949.3% | +3,156.2% |
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 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