-44.8%
COMP vs IONS
+28.5%
-73.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +1.4% | -4.8% | +6.2% | +2.8% |
| 30D | -13.3% | +7.2% | -20.5% | -15.4% |
| 3M | +41.1% | -22.7% | +63.8% | +48.7% |
| 6M | +17.2% | -26.9% | +44.1% | +25.8% |
| YTD | +5.2% | -26.6% | +31.8% | +12.3% |
| 1Y | +18.9% | -2.1% | +21.1% | +14.3% |
| 3Y | +215.9% | +43.4% | +172.5% | +139.0% |
| 5Y | -31.2% | +47.0% | -78.2% | -52.6% |
| All | -44.8% | +28.5% | -73.3% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling