+583.4%
DG vs IONS
+333.5%
+249.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +8.4% | -4.8% | +13.2% | +8.7% |
| 30D | +4.9% | +7.2% | -2.3% | +4.4% |
| 3M | +29.3% | -22.7% | +52.0% | +31.0% |
| 6M | -11.3% | -26.9% | +15.6% | -9.8% |
| YTD | +1.8% | -26.6% | +28.3% | +3.3% |
| 1Y | +25.3% | -2.1% | +27.5% | +24.8% |
| 3Y | +9.1% | +43.4% | -34.3% | +4.5% |
| 5Y | -34.9% | +47.0% | -81.9% | -38.4% |
| 10Y | +108.2% | +97.2% | +11.0% | +88.4% |
| All | +583.4% | +333.5% | +249.9% | +415.9% |
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 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