+33.8%
DIS vs IONS
+43.7%
-9.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | -2.6% | -4.8% | +2.3% | -2.1% |
| 30D | +3.5% | +7.2% | -3.7% | +2.7% |
| 3M | +6.8% | -22.7% | +29.5% | +9.0% |
| 6M | +3.0% | -26.9% | +29.9% | +5.6% |
| YTD | -6.7% | -26.6% | +19.8% | -4.4% |
| 1Y | -10.1% | -2.1% | -8.0% | -10.5% |
| All | +33.8% | +43.7% | -9.9% | +23.6% |
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 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