+102.2%
DG vs IONS
+84.6%
+17.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.5% |
| 7D | -4.8% | -8.7% | +3.8% | -4.2% |
| 30D | +1.8% | -1.6% | +3.4% | +1.8% |
| 3M | +14.5% | -24.9% | +39.4% | +16.5% |
| 6M | -13.6% | -25.7% | +12.1% | -12.0% |
| YTD | -4.8% | -29.2% | +24.3% | -2.8% |
| 1Y | +21.6% | -13.0% | +34.6% | +22.1% |
| 3Y | +4.5% | +35.9% | -31.5% | -0.6% |
| 5Y | -38.5% | +54.5% | -93.0% | -43.0% |
| 10Y | +102.2% | +93.1% | +9.1% | +73.6% |
| All | +102.2% | +84.6% | +17.6% | +73.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling