+295.9%
APP vs IONS
-11.1%
+307.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -21.4% | +26.2% | +9.8% |
| 7D | +79.2% | -24.8% | +104.0% | +89.4% |
| 30D | +48.0% | -31.5% | +79.5% | +60.4% |
| 3M | +18.2% | -45.2% | +63.4% | +35.2% |
| 6M | -12.5% | -59.1% | +46.6% | +6.1% |
| YTD | -39.2% | -60.8% | +21.7% | -25.7% |
| 1Y | -33.9% | -57.9% | +24.0% | -21.3% |
| 3Y | +933.3% | -34.5% | +967.7% | +885.4% |
| 5Y | +295.9% | -8.8% | +304.7% | +178.5% |
| All | +295.9% | -11.1% | +307.0% | +178.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling