+77.5%
DE vs IONS
+39.5%
+38.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.5% | -1.6% |
| 7D | +0.7% | -5.3% | +6.0% | +1.2% |
| 30D | +9.6% | +0.3% | +9.4% | +9.5% |
| 3M | +19.0% | -22.9% | +41.9% | +21.1% |
| 6M | +16.1% | -23.4% | +39.5% | +18.1% |
| YTD | +47.0% | -28.3% | +75.3% | +50.7% |
| 1Y | +43.1% | -7.0% | +50.2% | +42.9% |
| 3Y | +77.5% | +37.6% | +39.9% | +65.9% |
| All | +77.5% | +39.5% | +38.0% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling