+174.6%
ARM vs IONS
-9.5%
+184.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.1% | +4.4% |
| 7D | -15.2% | -9.4% | -5.8% | -13.5% |
| 30D | -40.7% | -10.7% | -29.9% | -39.3% |
| 3M | -39.1% | -27.7% | -11.4% | -35.6% |
| 6M | -26.4% | -48.7% | +22.3% | -19.0% |
| YTD | +59.7% | -50.2% | +109.9% | +77.0% |
| 1Y | +10.3% | -46.8% | +57.1% | +20.4% |
| 3Y | +228.9% | -14.8% | +243.7% | +198.9% |
| All | +174.6% | -9.5% | +184.1% | +148.6% |
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