+18.9%
COMP vs IONS
-2.1%
+21.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.4% | -4.8% | +6.2% | +1.6% |
| 30D | -13.3% | +7.2% | -20.5% | -13.6% |
| 3M | +41.1% | -22.7% | +63.8% | +38.9% |
| 6M | +17.2% | -26.9% | +44.1% | +16.3% |
| YTD | +5.2% | -26.6% | +31.8% | +4.3% |
| 1Y | +18.9% | -2.1% | +21.1% | +15.1% |
| All | +18.9% | -2.1% | +21.0% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling