-49.3%
COMP vs IONS
-12.8%
-36.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.6% | +9.1% | +10.3% |
| 7D | +13.4% | -9.4% | +22.9% | +16.8% |
| 30D | +11.1% | -10.7% | +21.8% | +14.9% |
| 3M | -18.8% | -27.7% | +8.8% | -11.1% |
| 6M | +10.5% | -48.7% | +59.2% | +31.3% |
| YTD | -3.4% | -50.2% | +46.8% | +15.5% |
| 1Y | +19.7% | -46.8% | +66.5% | +39.6% |
| 3Y | +381.6% | -14.8% | +396.4% | +341.8% |
| 5Y | -17.6% | +17.0% | -34.6% | -38.8% |
| All | -49.3% | -12.8% | -36.5% | -58.8% |
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