+17,413.2%
DE vs IONS
+440.4%
+16,972.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +10.0% | -4.8% | +14.9% | +10.5% |
| 30D | +13.3% | +7.2% | +6.1% | +12.5% |
| 3M | +17.5% | -22.7% | +40.2% | +19.6% |
| 6M | +13.6% | -26.9% | +40.5% | +16.1% |
| YTD | +49.8% | -26.6% | +76.4% | +53.0% |
| 1Y | +47.9% | -2.1% | +50.0% | +47.1% |
| 3Y | +72.5% | +43.4% | +29.1% | +63.4% |
| 5Y | +90.2% | +47.0% | +43.2% | +77.3% |
| 10Y | +865.4% | +97.2% | +768.2% | +754.9% |
| All | +17,413.2% | +440.4% | +16,972.9% | +12,227.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling