+46.1%
DE vs IONS
-44.5%
+90.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.6% |
| 7D | +5.6% | -10.6% | +16.2% | +6.4% |
| 30D | -0.8% | -7.7% | +6.9% | -0.4% |
| 3M | +9.8% | -27.1% | +36.9% | +12.4% |
| 6M | +17.5% | -46.8% | +64.3% | +22.0% |
| YTD | +46.5% | -49.2% | +95.7% | +54.8% |
| 1Y | +46.1% | -44.9% | +91.0% | +53.7% |
| All | +46.1% | -44.5% | +90.7% | +53.7% |
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 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