+13.8%
DBX vs IONS
-44.4%
+58.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.1% | +8.5% | +1.1% |
| 7D | -7.3% | -30.3% | +22.9% | -1.3% |
| 30D | -5.7% | -37.7% | +32.0% | +2.4% |
| 3M | -6.3% | -50.5% | +44.2% | +5.7% |
| 6M | +12.1% | -62.8% | +74.9% | +31.9% |
| YTD | +16.5% | -64.4% | +80.9% | +37.8% |
| 1Y | +6.1% | -59.5% | +65.5% | +21.8% |
| 3Y | +21.8% | -39.2% | +61.0% | +22.3% |
| 5Y | +19.1% | -15.3% | +34.5% | +5.1% |
| All | +13.8% | -44.4% | +58.2% | +3.6% |
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