+503.8%
APP vs IONS
-34.9%
+538.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +0.9% | -1.9% |
| 7D | +10.6% | -29.6% | +40.2% | +19.2% |
| 30D | +44.6% | -35.6% | +80.1% | +59.3% |
| 3M | +29.6% | -51.7% | +81.3% | +53.6% |
| 6M | -19.8% | -64.0% | +44.2% | +1.1% |
| YTD | -41.6% | -65.5% | +23.9% | -25.9% |
| 1Y | -32.7% | -62.4% | +29.7% | -16.9% |
| 3Y | +799.0% | -41.1% | +840.1% | +777.8% |
| 5Y | +250.4% | -16.5% | +266.8% | +165.6% |
| All | +503.8% | -34.9% | +538.7% | +389.4% |
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