+1,423.9%
DD vs IONS
+266.7%
+1,157.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.9% |
| 7D | +4.6% | -9.4% | +14.0% | +5.6% |
| 30D | +11.8% | -10.7% | +22.5% | +12.9% |
| 3M | +2.2% | -27.7% | +29.8% | +5.1% |
| 6M | -1.6% | -48.7% | +47.1% | +4.1% |
| YTD | +23.0% | -50.2% | +73.2% | +30.5% |
| 1Y | +26.9% | -46.8% | +73.7% | +33.8% |
| 3Y | +77.9% | -14.8% | +92.7% | +76.4% |
| 5Y | +59.9% | +17.0% | +42.9% | +51.8% |
| 10Y | +90.1% | +45.3% | +44.8% | +71.8% |
| All | +1,423.9% | +266.7% | +1,157.2% | +1,010.3% |
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 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