-5.2%
DASH vs IONS
-19.4%
+14.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.5% |
| 7D | +0.4% | -9.4% | +9.8% | +2.9% |
| 30D | -6.0% | -10.7% | +4.7% | -3.4% |
| 3M | -15.8% | -27.7% | +11.9% | -9.0% |
| 6M | +7.0% | -48.7% | +55.7% | +24.2% |
| YTD | -20.7% | -50.2% | +29.5% | -7.6% |
| 1Y | -8.5% | -46.8% | +38.3% | +4.4% |
| 3Y | +101.8% | -14.8% | +116.6% | +87.8% |
| 5Y | -9.6% | +17.0% | -26.6% | -29.2% |
| All | -5.2% | -19.4% | +14.2% | -31.5% |
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