+16.0%
BABA vs IONS
-29.6%
+45.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -3.6% | -29.4% | +25.9% | +2.3% |
| 30D | -8.4% | -35.1% | +26.8% | -1.3% |
| 3M | -20.6% | -48.9% | +28.3% | -10.9% |
| 6M | -25.4% | -62.4% | +37.0% | -12.5% |
| YTD | -30.1% | -64.2% | +34.1% | -17.3% |
| 1Y | -36.3% | -60.9% | +24.6% | -26.0% |
| 3Y | +30.4% | -38.9% | +69.3% | +33.2% |
| 5Y | -35.7% | -15.6% | -20.1% | -40.2% |
| 10Y | +16.0% | -33.5% | +49.5% | +10.6% |
| All | +16.0% | -29.6% | +45.6% | +10.6% |
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