+91.4%
DE vs IONS
-40.7%
+132.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.1% | +8.5% | +0.1% |
| 7D | +3.3% | -30.3% | +33.5% | +5.7% |
| 30D | +10.7% | -37.7% | +48.5% | +14.4% |
| 3M | +13.1% | -50.5% | +63.6% | +19.2% |
| 6M | +20.2% | -62.8% | +83.0% | +29.3% |
| YTD | +48.9% | -64.4% | +113.2% | +60.9% |
| 1Y | +46.6% | -59.5% | +106.1% | +56.4% |
| 3Y | +91.4% | -39.2% | +130.6% | +87.6% |
| All | +91.4% | -40.7% | +132.1% | +87.6% |
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