+125.1%
DDOG vs IONS
-16.4%
+141.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.4% |
| 7D | -23.9% | -9.4% | -14.5% | -23.0% |
| 30D | -34.0% | -10.7% | -23.3% | -33.1% |
| 3M | -21.9% | -27.7% | +5.7% | -19.6% |
| 6M | +24.6% | -48.7% | +73.3% | +31.8% |
| YTD | +31.7% | -50.2% | +81.8% | +39.4% |
| 1Y | -6.2% | -46.8% | +40.6% | -1.7% |
| 3Y | +125.1% | -14.8% | +139.9% | +101.7% |
| All | +125.1% | -16.4% | +141.5% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling