+45.6%
DE vs IONS
-13.5%
+59.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -2.4% | -4.3% | +1.9% | -2.0% |
| 30D | +9.7% | +0.4% | +9.3% | +9.3% |
| 3M | +21.4% | -24.1% | +45.5% | +22.1% |
| 6M | +15.0% | -26.4% | +41.5% | +16.4% |
| YTD | +46.4% | -29.7% | +76.1% | +50.2% |
| 1Y | +45.6% | -13.0% | +58.7% | +42.9% |
| All | +45.6% | -13.5% | +59.1% | +42.9% |
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