+188.0%
APD vs IONS
-30.0%
+217.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.1% | +9.4% | +1.4% |
| 7D | -0.2% | -30.3% | +30.0% | +3.6% |
| 30D | +11.0% | -37.7% | +48.8% | +16.9% |
| 3M | +2.0% | -50.5% | +52.5% | +10.2% |
| 6M | +7.1% | -62.8% | +69.8% | +19.1% |
| YTD | +29.8% | -64.4% | +94.1% | +44.8% |
| 1Y | +24.0% | -59.5% | +83.5% | +36.0% |
| 3Y | +27.2% | -39.2% | +66.4% | +28.3% |
| 5Y | +12.8% | -15.3% | +28.1% | +5.6% |
| All | +188.0% | -30.0% | +217.9% | +180.3% |
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