+3,847.4%
ANET vs IONS
+87.6%
+3,759.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.6% | +8.2% | +6.1% |
| 7D | +3.0% | -6.7% | +9.7% | +4.4% |
| 30D | -5.2% | -4.1% | -1.1% | -4.6% |
| 3M | +27.6% | -26.6% | +54.2% | +33.6% |
| 6M | +44.4% | -27.5% | +71.9% | +51.2% |
| YTD | +52.3% | -31.5% | +83.8% | +61.1% |
| 1Y | +30.4% | -15.3% | +45.8% | +31.1% |
| 3Y | +313.3% | +31.3% | +282.0% | +257.1% |
| 5Y | +810.0% | +50.2% | +759.8% | +632.8% |
| All | +3,847.4% | +87.6% | +3,759.7% | +3,118.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling