+459.9%
DDOG vs IONS
-10.4%
+470.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.6% |
| 7D | -6.1% | -5.3% | -0.8% | -4.7% |
| 30D | -10.1% | +0.3% | -10.4% | -10.6% |
| 3M | -9.3% | -22.9% | +13.6% | -4.4% |
| 6M | +67.2% | -23.4% | +90.6% | +75.9% |
| YTD | +54.6% | -28.3% | +82.9% | +65.4% |
| 1Y | +54.1% | -7.0% | +61.1% | +49.9% |
| 3Y | +115.3% | +37.6% | +77.7% | +66.9% |
| 5Y | +50.6% | +53.4% | -2.8% | +6.4% |
| All | +459.9% | -10.4% | +470.3% | +378.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling