+10.0%
APD vs IONS
+17.1%
-7.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.6% |
| 7D | -3.7% | -9.4% | +5.8% | -2.9% |
| 30D | +9.6% | -10.7% | +20.3% | +10.6% |
| 3M | +1.6% | -27.7% | +29.3% | +4.3% |
| 6M | +2.2% | -48.7% | +50.9% | +7.5% |
| YTD | +25.9% | -50.2% | +76.0% | +32.6% |
| 1Y | +20.1% | -46.8% | +66.9% | +25.7% |
| 3Y | +12.4% | -14.8% | +27.2% | +8.7% |
| All | +10.0% | +17.1% | -7.2% | +3.5% |
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