+1,268.6%
DD vs IONS
+440.4%
+828.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -3.5% | -4.8% | +1.3% | -3.1% |
| 30D | -10.3% | +7.2% | -17.5% | -11.0% |
| 3M | -7.5% | -22.7% | +15.1% | -5.7% |
| 6M | -8.0% | -26.9% | +18.9% | -5.7% |
| YTD | +10.5% | -26.6% | +37.0% | +13.1% |
| 1Y | +38.3% | -2.1% | +40.4% | +37.6% |
| 3Y | +42.5% | +43.4% | -0.9% | +34.5% |
| 5Y | +60.2% | +47.0% | +13.2% | +48.8% |
| 10Y | +68.9% | +97.2% | -28.3% | +48.1% |
| All | +1,268.6% | +440.4% | +828.2% | +862.6% |
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 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