+376.8%
DDOG vs IONS
-37.7%
+414.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.1% |
| 7D | -23.9% | -9.4% | -14.5% | -21.5% |
| 30D | -34.0% | -10.7% | -23.3% | -31.6% |
| 3M | -21.9% | -27.7% | +5.7% | -14.7% |
| 6M | +24.6% | -48.7% | +73.3% | +47.5% |
| YTD | +31.7% | -50.2% | +81.8% | +56.4% |
| 1Y | -6.2% | -46.8% | +40.6% | +8.6% |
| 3Y | +125.1% | -14.8% | +139.9% | +105.9% |
| 5Y | -3.5% | +17.0% | -20.5% | -26.3% |
| All | +376.8% | -37.7% | +414.5% | +352.5% |
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