-46.5%
COMP vs IONS
-31.4%
-15.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -21.4% | +27.0% | +11.7% |
| 7D | +14.5% | -24.8% | +39.4% | +22.8% |
| 30D | +14.9% | -31.5% | +46.4% | +26.6% |
| 3M | -14.2% | -45.2% | +31.0% | +0.5% |
| 6M | +23.7% | -59.1% | +82.8% | +54.5% |
| YTD | +2.1% | -60.8% | +62.9% | +29.0% |
| 1Y | +26.2% | -57.9% | +84.1% | +55.1% |
| 3Y | +470.9% | -34.5% | +505.4% | +460.1% |
| 5Y | -14.0% | -8.8% | -5.2% | -32.3% |
| All | -46.5% | -31.4% | -15.0% | -54.0% |
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