+851.5%
DE vs IONS
+87.6%
+763.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.1% |
| 7D | -2.6% | -6.7% | +4.1% | -1.6% |
| 30D | +9.0% | -4.1% | +13.1% | +9.6% |
| 3M | +19.1% | -26.6% | +45.7% | +23.6% |
| 6M | +14.4% | -27.5% | +41.9% | +18.7% |
| YTD | +45.9% | -31.5% | +77.4% | +52.7% |
| 1Y | +43.6% | -15.3% | +59.0% | +45.3% |
| 3Y | +75.9% | +31.3% | +44.6% | +60.7% |
| 5Y | +98.8% | +50.2% | +48.6% | +72.1% |
| All | +851.5% | +87.6% | +763.8% | +720.5% |
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 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