-54.2%
COMP vs IONS
-14.2%
-40.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.4% | -4.8% | -7.2% |
| 7D | -1.8% | -12.6% | +10.8% | +2.2% |
| 30D | -0.8% | -11.8% | +11.1% | +2.9% |
| 3M | -28.1% | -28.4% | +0.3% | -21.1% |
| 6M | +27.0% | -48.4% | +75.4% | +50.6% |
| YTD | -12.8% | -51.0% | +38.2% | +4.7% |
| 1Y | +4.9% | -48.0% | +52.9% | +23.2% |
| 3Y | +321.0% | -17.8% | +338.8% | +291.8% |
| 5Y | -25.6% | +15.2% | -40.8% | -44.5% |
| All | -54.2% | -14.2% | -40.1% | -62.7% |
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 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