+755.9%
DE vs IONS
-32.1%
+788.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.2% | -1.7% |
| 7D | +0.3% | -26.3% | +26.6% | +4.2% |
| 30D | +3.6% | -31.9% | +35.5% | +8.8% |
| 3M | +10.2% | -48.0% | +58.2% | +20.2% |
| 6M | +16.6% | -62.6% | +79.1% | +32.6% |
| YTD | +45.8% | -63.3% | +109.1% | +66.2% |
| 1Y | +43.9% | -58.4% | +102.3% | +60.7% |
| 3Y | +89.6% | -38.2% | +127.8% | +92.2% |
| 5Y | +100.3% | -11.1% | +111.4% | +83.6% |
| All | +755.9% | -32.1% | +788.0% | +704.3% |
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