-64.7%
CAPR vs IONS
-5.7%
-59.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -21.4% | +30.8% | +16.3% |
| 7D | +36.0% | -24.8% | +60.9% | +46.6% |
| 30D | +25.8% | -31.5% | +57.3% | +39.9% |
| 3M | +140.8% | -45.2% | +186.0% | +189.8% |
| 6M | -67.6% | -59.1% | -8.5% | -57.7% |
| YTD | -65.9% | -60.8% | -5.1% | -54.7% |
| 1Y | +66.1% | -57.9% | +124.0% | +115.5% |
| 3Y | +256.9% | -34.5% | +291.4% | +286.4% |
| 5Y | +172.1% | -8.8% | +180.9% | +160.9% |
| 10Y | -64.7% | -19.2% | -45.5% | -65.5% |
| All | -64.7% | -5.7% | -59.0% | -65.5% |
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