+145.0%
ALL vs IONS
+17.1%
+127.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.6% | -6.1% | -4.5% |
| 7D | -1.9% | -9.4% | +7.5% | -1.6% |
| 30D | +13.8% | -10.7% | +24.5% | +14.2% |
| 3M | -7.0% | -27.7% | +20.7% | -5.8% |
| 6M | +18.0% | -48.7% | +66.7% | +21.3% |
| YTD | +24.2% | -50.2% | +74.4% | +27.7% |
| 1Y | +31.2% | -46.8% | +78.0% | +34.4% |
| 3Y | +107.5% | -14.8% | +122.4% | +104.9% |
| All | +145.0% | +17.1% | +127.9% | +139.5% |
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