+527.5%
APP vs IONS
-30.7%
+558.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.4% | -2.5% | +2.3% |
| 7D | +4.6% | -26.3% | +30.9% | +11.5% |
| 30D | +56.0% | -31.9% | +88.0% | +69.6% |
| 3M | +30.8% | -48.0% | +78.8% | +52.3% |
| 6M | -9.8% | -62.6% | +52.8% | +12.8% |
| YTD | -39.3% | -63.3% | +24.0% | -24.1% |
| 1Y | -26.4% | -58.4% | +31.9% | -11.7% |
| 3Y | +887.9% | -38.2% | +926.1% | +858.5% |
| 5Y | +264.1% | -11.1% | +275.2% | +171.8% |
| All | +527.5% | -30.7% | +558.2% | +400.8% |
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