+19.8%
DDOG vs IONS
-44.5%
+64.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.7% | -13.8% | -14.4% |
| 7D | -32.2% | -10.6% | -21.6% | -32.4% |
| 30D | -31.7% | -7.7% | -24.0% | -31.8% |
| 3M | -34.5% | -27.1% | -7.4% | -36.1% |
| 6M | +28.7% | -46.8% | +75.4% | +22.7% |
| YTD | +38.8% | -49.2% | +88.0% | +29.7% |
| 1Y | +19.8% | -44.9% | +64.7% | +15.9% |
| All | +19.8% | -44.5% | +64.4% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling