+19.7%
COMP vs IONS
-47.1%
+66.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.6% | +9.1% | +10.5% |
| 7D | +13.4% | -9.4% | +22.9% | +14.5% |
| 30D | +11.1% | -10.7% | +21.8% | +12.3% |
| 3M | -18.8% | -27.7% | +8.8% | -16.7% |
| 6M | +10.5% | -48.7% | +59.2% | +12.4% |
| YTD | -3.4% | -50.2% | +46.8% | -1.7% |
| 1Y | +19.7% | -46.8% | +66.5% | +17.7% |
| All | +19.7% | -47.1% | +66.8% | +17.7% |
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