-30.6%
AR vs IONS
+21.0%
-51.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.0% |
| 7D | -14.3% | -9.4% | -4.8% | -13.3% |
| 30D | +1.4% | -10.7% | +12.2% | +2.7% |
| 3M | +3.4% | -27.7% | +31.0% | +7.0% |
| 6M | -2.1% | -48.7% | +46.6% | +4.9% |
| YTD | +4.7% | -50.2% | +54.9% | +12.2% |
| 1Y | +10.6% | -46.8% | +57.4% | +17.5% |
| 3Y | +24.6% | -14.8% | +39.4% | +22.0% |
| 5Y | +71.9% | +17.0% | +54.9% | +59.1% |
| 10Y | +46.4% | +45.3% | +1.1% | +32.4% |
| All | -30.6% | +21.0% | -51.7% | -41.2% |
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