+61.7%
DD vs IONS
+47.7%
+13.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -3.5% | -4.8% | +1.3% | -2.8% |
| 30D | -10.3% | +7.2% | -17.5% | -11.3% |
| 3M | -7.5% | -22.7% | +15.1% | -4.8% |
| 6M | -8.0% | -26.9% | +18.9% | -4.6% |
| YTD | +10.5% | -26.6% | +37.0% | +14.4% |
| 1Y | +38.3% | -2.1% | +40.4% | +37.1% |
| 3Y | +42.5% | +43.4% | -0.9% | +28.3% |
| All | +61.7% | +47.7% | +13.9% | +42.5% |
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 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