+21.7%
DBX vs IONS
-22.2%
+43.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.4% |
| 7D | -4.4% | -9.4% | +5.0% | -2.7% |
| 30D | +4.8% | -10.7% | +15.5% | +6.8% |
| 3M | +0.3% | -27.7% | +28.0% | +5.8% |
| 6M | +40.4% | -48.7% | +89.1% | +56.2% |
| YTD | +24.7% | -50.2% | +74.8% | +39.0% |
| 1Y | +20.9% | -46.8% | +67.7% | +32.7% |
| 3Y | +34.5% | -14.8% | +49.3% | +27.3% |
| 5Y | +24.6% | +17.0% | +7.6% | +4.0% |
| All | +21.7% | -22.2% | +43.9% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling