+98.2%
DD vs IONS
-32.1%
+130.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.4% | -7.0% | -1.6% |
| 7D | +5.0% | -26.3% | +31.2% | +9.3% |
| 30D | +19.7% | -31.9% | +51.6% | +26.2% |
| 3M | +7.2% | -48.0% | +55.2% | +17.8% |
| 6M | +1.0% | -62.6% | +63.6% | +16.5% |
| YTD | +29.1% | -63.3% | +92.4% | +49.1% |
| 1Y | +28.5% | -58.4% | +86.9% | +45.1% |
| 3Y | +89.4% | -38.2% | +127.7% | +92.7% |
| 5Y | +67.1% | -11.1% | +78.2% | +54.2% |
| All | +98.2% | -32.1% | +130.3% | +95.1% |
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