+4,428.5%
APD vs IONS
+260.9%
+4,167.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.4% | -2.7% |
| 7D | -0.7% | -12.6% | +11.9% | +0.4% |
| 30D | +10.1% | -11.8% | +22.0% | +11.2% |
| 3M | +4.9% | -28.4% | +33.3% | +7.7% |
| 6M | +2.5% | -48.4% | +50.9% | +7.6% |
| YTD | +27.8% | -51.0% | +78.7% | +34.6% |
| 1Y | +32.9% | -48.0% | +80.9% | +39.2% |
| 3Y | +13.4% | -17.8% | +31.2% | +12.5% |
| 5Y | +12.8% | +15.2% | -2.3% | +7.4% |
| 10Y | +194.6% | +43.0% | +151.6% | +167.1% |
| All | +4,428.5% | +260.9% | +4,167.6% | +3,053.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling