+500.0%
APP vs IONS
-6.0%
+506.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.6% | +8.3% | +9.4% |
| 7D | +71.2% | -9.4% | +80.6% | +75.3% |
| 30D | +39.1% | -10.7% | +49.8% | +43.0% |
| 3M | +16.5% | -27.7% | +44.2% | +26.4% |
| 6M | -16.6% | -48.7% | +32.2% | -2.5% |
| YTD | -41.9% | -50.2% | +8.2% | -31.9% |
| 1Y | -37.0% | -46.8% | +9.8% | -28.0% |
| 3Y | +892.4% | -14.8% | +907.3% | +793.5% |
| 5Y | +297.3% | +17.0% | +280.3% | +181.8% |
| All | +500.0% | -6.0% | +506.1% | +349.3% |
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