+17.1%
BABA vs IONS
+17.3%
-0.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.0% |
| 7D | +11.6% | -9.4% | +21.1% | +13.5% |
| 30D | +2.3% | -10.7% | +13.0% | +4.2% |
| 3M | -13.7% | -27.7% | +14.0% | -9.0% |
| 6M | -21.9% | -48.7% | +26.8% | -13.6% |
| YTD | -24.6% | -50.2% | +25.5% | -16.2% |
| 1Y | -34.1% | -46.8% | +12.7% | -27.7% |
| 3Y | +36.3% | -14.8% | +51.1% | +31.9% |
| 5Y | -26.7% | +17.0% | -43.7% | -34.9% |
| All | +17.1% | +17.3% | -0.2% | +12.3% |
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