+235.0%
DKS vs IONS
-29.6%
+264.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +1.3% | -29.4% | +30.7% | +7.0% |
| 30D | +8.9% | -35.1% | +44.0% | +16.7% |
| 3M | -26.4% | -48.9% | +22.5% | -17.8% |
| 6M | -31.1% | -62.4% | +31.4% | -19.3% |
| YTD | -22.8% | -64.2% | +41.4% | -9.0% |
| 1Y | -29.5% | -60.9% | +31.4% | -18.4% |
| 3Y | +42.8% | -38.9% | +81.7% | +44.6% |
| 5Y | +29.2% | -15.6% | +44.8% | +18.4% |
| 10Y | +235.0% | -33.5% | +268.4% | +209.9% |
| All | +235.0% | -29.6% | +264.6% | +209.9% |
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 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