+97.1%
DGX vs IONS
+36.3%
+60.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -2.2% | -8.7% | +6.4% | -1.6% |
| 30D | -0.9% | -1.6% | +0.7% | -0.8% |
| 3M | +15.6% | -24.9% | +40.5% | +17.2% |
| 6M | +17.8% | -25.7% | +43.5% | +19.4% |
| YTD | +37.5% | -29.2% | +66.6% | +39.7% |
| 1Y | +31.2% | -13.0% | +44.2% | +31.5% |
| All | +97.1% | +36.3% | +60.8% | +89.3% |
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