+7.4%
DASH vs IONS
+47.7%
-40.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.6% | -4.6% |
| 7D | -10.6% | -4.8% | -5.7% | -9.4% |
| 30D | +2.2% | +7.2% | -5.0% | +0.2% |
| 3M | +32.3% | -22.7% | +55.0% | +39.2% |
| 6M | +19.1% | -26.9% | +46.0% | +27.0% |
| YTD | -6.5% | -26.6% | +20.1% | -0.8% |
| 1Y | -14.9% | -2.1% | -12.8% | -17.5% |
| 3Y | +151.9% | +43.4% | +108.5% | +92.6% |
| All | +7.4% | +47.7% | -40.3% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling