+54.5%
AR vs IONS
-27.6%
+82.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -28.5% | +32.8% | +8.3% |
| 7D | -5.8% | -30.3% | +24.5% | -1.7% |
| 30D | +4.8% | -37.7% | +42.6% | +11.1% |
| 3M | +1.5% | -50.5% | +52.0% | +11.1% |
| 6M | +4.7% | -62.8% | +67.5% | +18.8% |
| YTD | +9.2% | -64.4% | +73.6% | +24.4% |
| 1Y | +11.2% | -59.5% | +70.6% | +23.8% |
| 3Y | +46.2% | -39.2% | +85.4% | +46.7% |
| 5Y | +98.1% | -15.3% | +113.4% | +81.0% |
| 10Y | +54.5% | -31.2% | +85.7% | +41.5% |
| All | +54.5% | -27.6% | +82.2% | +41.5% |
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 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