-63.4%
ALB vs IONS
-11.8%
-51.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.4% | -7.8% | -2.7% |
| 7D | -5.8% | -26.3% | +20.5% | -0.5% |
| 30D | -4.5% | -31.9% | +27.4% | +2.4% |
| 3M | -28.1% | -48.0% | +19.9% | -18.6% |
| 6M | -53.2% | -62.6% | +9.4% | -44.1% |
| YTD | -33.3% | -63.3% | +30.0% | -20.1% |
| 1Y | -17.4% | -58.4% | +41.0% | -3.6% |
| 3Y | -14.1% | -38.2% | +24.1% | -13.5% |
| All | -63.4% | -11.8% | -51.5% | -67.8% |
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