+105.0%
DAL vs IONS
-36.2%
+141.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.6% | -1.6% | -4.5% |
| 7D | +1.4% | -29.6% | +31.0% | +7.7% |
| 30D | +9.1% | -35.6% | +44.6% | +17.9% |
| 3M | -3.5% | -51.7% | +48.2% | +10.5% |
| 6M | +23.4% | -64.0% | +87.4% | +48.3% |
| YTD | +26.0% | -65.5% | +91.5% | +52.6% |
| 1Y | +44.6% | -62.4% | +107.1% | +71.9% |
| 3Y | +162.7% | -41.1% | +203.8% | +171.1% |
| 5Y | +113.0% | -16.5% | +129.4% | +98.5% |
| All | +105.0% | -36.2% | +141.2% | +99.1% |
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