+1,518.4%
DD vs IONS
+163.5%
+1,354.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | +3.2% | -29.4% | +32.7% | +6.2% |
| 30D | +20.3% | -35.1% | +55.4% | +24.7% |
| 3M | +8.2% | -48.9% | +57.1% | +14.5% |
| 6M | +3.4% | -62.4% | +65.8% | +12.3% |
| YTD | +30.6% | -64.2% | +94.8% | +42.4% |
| 1Y | +30.6% | -60.9% | +91.5% | +41.2% |
| 3Y | +91.1% | -38.9% | +130.0% | +94.8% |
| 5Y | +68.6% | -15.6% | +84.2% | +64.4% |
| 10Y | +99.9% | -33.5% | +133.3% | +93.4% |
| All | +1,518.4% | +163.5% | +1,354.9% | +1,111.4% |
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