+48.4%
D vs IONS
-29.6%
+78.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | -2.4% | -29.4% | +27.0% | -0.1% |
| 30D | +9.0% | -35.1% | +44.1% | +12.2% |
| 3M | +1.0% | -48.9% | +49.8% | +5.7% |
| 6M | +11.0% | -62.4% | +73.4% | +18.4% |
| YTD | +19.8% | -64.2% | +84.0% | +28.1% |
| 1Y | +16.0% | -60.9% | +76.9% | +23.1% |
| 3Y | +74.4% | -38.9% | +113.2% | +75.3% |
| 5Y | +13.5% | -15.6% | +29.1% | +9.2% |
| 10Y | +48.4% | -33.5% | +81.8% | +47.4% |
| All | +48.4% | -29.6% | +78.0% | +47.4% |
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