+66.5%
DD vs IONS
+84.6%
-18.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.4% |
| 7D | -3.8% | -8.7% | +4.9% | -2.4% |
| 30D | -9.2% | -1.6% | -7.6% | -9.1% |
| 3M | -9.0% | -24.9% | +15.9% | -5.5% |
| 6M | -5.0% | -25.7% | +20.7% | -1.3% |
| YTD | +7.4% | -29.2% | +36.6% | +12.4% |
| 1Y | +35.1% | -13.0% | +48.1% | +36.5% |
| 3Y | +43.2% | +35.9% | +7.3% | +29.7% |
| 5Y | +59.6% | +54.5% | +5.2% | +37.9% |
| 10Y | +66.5% | +93.1% | -26.6% | +48.3% |
| All | +66.5% | +84.6% | -18.1% | +48.3% |
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