+220.1%
C vs IONS
-5.7%
+225.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -21.4% | +23.8% | +6.2% |
| 7D | -0.9% | -24.8% | +23.9% | +3.5% |
| 30D | -5.4% | -31.5% | +26.1% | +0.4% |
| 3M | -9.2% | -45.2% | +36.0% | +0.1% |
| 6M | -1.8% | -59.1% | +57.2% | +12.8% |
| YTD | +6.7% | -60.8% | +67.5% | +23.3% |
| 1Y | +23.5% | -57.9% | +81.4% | +40.6% |
| 3Y | +219.8% | -34.5% | +254.3% | +222.0% |
| 5Y | +112.4% | -8.8% | +121.2% | +92.8% |
| 10Y | +220.1% | -19.2% | +239.3% | +192.2% |
| All | +220.1% | -5.7% | +225.8% | +192.2% |
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