+506.6%
APP vs IONS
-32.8%
+539.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -9.1% | +5.5% | -1.3% |
| 7D | +61.1% | -30.3% | +91.4% | +73.8% |
| 30D | +42.8% | -37.7% | +80.5% | +58.8% |
| 3M | +16.7% | -50.5% | +67.2% | +37.5% |
| 6M | -15.6% | -62.8% | +47.2% | +5.5% |
| YTD | -41.3% | -64.4% | +23.1% | -26.1% |
| 1Y | -39.3% | -59.5% | +20.2% | -26.8% |
| 3Y | +803.2% | -39.2% | +842.4% | +775.0% |
| 5Y | +313.2% | -15.3% | +328.5% | +213.4% |
| All | +506.6% | -32.8% | +539.4% | +387.8% |
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