+199.6%
ARM vs IONS
-33.3%
+232.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.4% | -11.0% | -5.7% |
| 7D | +9.1% | -26.3% | +35.4% | +13.7% |
| 30D | -19.9% | -31.9% | +12.0% | -15.1% |
| 3M | -31.6% | -48.0% | +16.4% | -24.3% |
| 6M | -13.9% | -62.6% | +48.7% | -0.9% |
| YTD | +74.3% | -63.3% | +137.6% | +101.3% |
| 1Y | +35.8% | -58.4% | +94.2% | +52.7% |
| 3Y | +268.6% | -38.2% | +306.8% | +250.0% |
| All | +199.6% | -33.3% | +232.9% | +182.7% |
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