-24.2%
AR vs IONS
+78.4%
-102.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +2.5% | -4.8% | +7.3% | +3.1% |
| 30D | +14.8% | +7.2% | +7.6% | +13.8% |
| 3M | +6.2% | -22.7% | +28.9% | +8.8% |
| 6M | +4.3% | -26.9% | +31.2% | +7.3% |
| YTD | +14.4% | -26.6% | +40.9% | +17.5% |
| 1Y | +21.3% | -2.1% | +23.5% | +20.1% |
| 3Y | +39.8% | +43.4% | -3.6% | +28.9% |
| 5Y | +142.1% | +47.0% | +95.1% | +118.2% |
| 10Y | +52.0% | +97.2% | -45.1% | +32.3% |
| All | -24.2% | +78.4% | -102.6% | -38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling