+467.1%
DDOG vs IONS
-8.2%
+475.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -10.1% | -4.8% | -5.3% | -9.0% |
| 30D | -24.8% | +7.2% | -32.0% | -26.7% |
| 3M | -12.6% | -22.7% | +10.1% | -7.9% |
| 6M | +79.9% | -26.9% | +106.8% | +92.2% |
| YTD | +56.6% | -26.6% | +83.1% | +66.4% |
| 1Y | +61.6% | -2.1% | +63.7% | +54.6% |
| 3Y | +117.9% | +43.4% | +74.4% | +66.3% |
| 5Y | +54.2% | +47.0% | +7.2% | +11.2% |
| All | +467.1% | -8.2% | +475.3% | +381.5% |
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