+116.2%
B vs IONS
-14.9%
+131.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | -2.7% | -29.4% | +26.8% | +0.4% |
| 30D | -4.3% | -35.1% | +30.8% | -0.4% |
| 3M | -2.3% | -48.9% | +46.6% | +4.3% |
| 6M | -16.2% | -62.4% | +46.2% | -8.4% |
| YTD | -8.8% | -64.2% | +55.4% | +0.3% |
| 1Y | +11.4% | -60.9% | +72.3% | +21.4% |
| 3Y | +174.3% | -38.9% | +213.2% | +181.7% |
| 5Y | +116.2% | -15.6% | +131.8% | +120.3% |
| All | +116.2% | -14.9% | +131.1% | +120.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling