+54.2%
AR vs IONS
-36.2%
+90.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | +1.8% |
| 7D | +6.4% | -29.6% | +36.0% | +11.4% |
| 30D | +3.1% | -35.6% | +38.7% | +9.3% |
| 3M | +3.3% | -51.7% | +55.0% | +14.1% |
| 6M | +6.6% | -64.0% | +70.5% | +22.2% |
| YTD | +12.3% | -65.5% | +77.8% | +29.3% |
| 1Y | +12.3% | -62.4% | +74.8% | +27.4% |
| 3Y | +50.4% | -41.1% | +91.5% | +52.5% |
| 5Y | +101.0% | -16.5% | +117.4% | +84.9% |
| All | +54.2% | -36.2% | +90.4% | +47.1% |
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