+75.0%
D vs IONS
-36.9%
+111.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.2% | 0.0% |
| 7D | -1.4% | -26.3% | +24.9% | -0.6% |
| 30D | +7.7% | -31.9% | +39.7% | +8.8% |
| 3M | -0.3% | -48.0% | +47.7% | +1.6% |
| 6M | +10.1% | -62.6% | +72.6% | +13.2% |
| YTD | +19.1% | -63.3% | +82.3% | +22.5% |
| 1Y | +15.9% | -58.4% | +74.3% | +18.5% |
| 3Y | +75.0% | -38.2% | +113.2% | +71.3% |
| All | +75.0% | -36.9% | +111.9% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling