+122.8%
DAL vs IONS
+17.3%
+105.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.8% |
| 7D | +8.8% | -9.4% | +18.2% | +11.0% |
| 30D | +5.4% | -10.7% | +16.1% | +7.8% |
| 3M | -4.9% | -27.7% | +22.7% | +1.1% |
| 6M | +19.8% | -48.7% | +68.5% | +35.2% |
| YTD | +27.0% | -50.2% | +77.2% | +44.0% |
| 1Y | +52.5% | -46.8% | +99.3% | +70.3% |
| 3Y | +173.8% | -14.8% | +188.7% | +165.3% |
| 5Y | +104.5% | +17.0% | +87.5% | +80.6% |
| All | +122.8% | +17.3% | +105.5% | +94.7% |
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 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