+528.8%
APP vs IONS
-26.1%
+554.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -21.4% | +26.2% | +10.0% |
| 7D | +79.2% | -24.8% | +104.0% | +89.9% |
| 30D | +48.0% | -31.5% | +79.5% | +60.9% |
| 3M | +18.2% | -45.2% | +63.4% | +35.9% |
| 6M | -12.5% | -59.1% | +46.6% | +6.9% |
| YTD | -39.2% | -60.8% | +21.7% | -25.1% |
| 1Y | -33.9% | -57.9% | +24.0% | -20.8% |
| 3Y | +933.3% | -34.5% | +967.7% | +888.8% |
| 5Y | +295.9% | -8.8% | +304.7% | +196.1% |
| All | +528.8% | -26.1% | +554.9% | +394.3% |
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