+108.1%
DE vs IONS
-16.3%
+124.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.1% | +8.5% | +0.3% |
| 7D | +3.3% | -30.3% | +33.5% | +6.2% |
| 30D | +10.7% | -37.7% | +48.5% | +15.1% |
| 3M | +13.1% | -50.5% | +63.6% | +20.0% |
| 6M | +20.2% | -62.8% | +83.0% | +30.5% |
| YTD | +48.9% | -64.4% | +113.2% | +62.4% |
| 1Y | +46.6% | -59.5% | +106.1% | +57.7% |
| 3Y | +91.4% | -39.2% | +130.6% | +91.6% |
| 5Y | +108.1% | -15.3% | +123.5% | +98.8% |
| All | +108.1% | -16.3% | +124.5% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling