+185.4%
ARM vs IONS
-35.3%
+220.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.1% | +6.5% | -1.1% |
| 7D | -10.4% | -30.3% | +19.9% | -5.5% |
| 30D | -31.8% | -37.7% | +5.9% | -26.6% |
| 3M | -32.2% | -50.5% | +18.2% | -24.3% |
| 6M | -14.9% | -62.8% | +47.9% | -2.2% |
| YTD | +66.0% | -64.4% | +130.4% | +92.8% |
| 1Y | +17.2% | -59.5% | +76.7% | +32.4% |
| 3Y | +247.2% | -39.2% | +286.4% | +230.9% |
| All | +185.4% | -35.3% | +220.7% | +170.8% |
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