+200.5%
B vs IONS
-5.7%
+206.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -21.4% | +25.6% | +5.3% |
| 7D | +11.3% | -24.8% | +36.2% | +12.8% |
| 30D | +2.9% | -31.5% | +34.5% | +4.8% |
| 3M | -2.9% | -45.2% | +42.3% | +0.1% |
| 6M | -1.2% | -59.1% | +57.9% | +3.0% |
| YTD | -1.3% | -60.8% | +59.5% | +3.1% |
| 1Y | +30.4% | -57.9% | +88.3% | +35.8% |
| 3Y | +195.3% | -34.5% | +229.7% | +198.9% |
| 5Y | +146.2% | -8.8% | +155.0% | +147.3% |
| 10Y | +200.5% | -19.2% | +219.7% | +231.3% |
| All | +200.5% | -5.7% | +206.2% | +231.3% |
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