+216.9%
B vs IONS
-36.2%
+253.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.5% | -2.9% |
| 7D | -6.2% | -29.6% | +23.4% | -4.5% |
| 30D | -6.6% | -35.6% | +28.9% | -4.4% |
| 3M | -7.9% | -51.7% | +43.8% | -4.1% |
| 6M | -16.8% | -64.0% | +47.2% | -12.2% |
| YTD | -11.7% | -65.5% | +53.8% | -6.6% |
| 1Y | +3.5% | -62.4% | +65.9% | +9.0% |
| 3Y | +165.7% | -41.1% | +206.8% | +171.0% |
| 5Y | +108.4% | -16.5% | +124.9% | +110.1% |
| All | +216.9% | -36.2% | +253.1% | +231.5% |
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