+296.4%
ARM vs IONS
+33.4%
+263.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +3.9% |
| 7D | +5.5% | -4.8% | +10.3% | +6.3% |
| 30D | -8.2% | +7.2% | -15.4% | -9.6% |
| 3M | -35.9% | -22.7% | -13.2% | -34.6% |
| 6M | +103.1% | -26.9% | +130.0% | +110.3% |
| YTD | +130.6% | -26.6% | +157.2% | +138.5% |
| 1Y | +86.1% | -2.1% | +88.2% | +80.9% |
| All | +296.4% | +33.4% | +263.0% | +234.9% |
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