+192.6%
DKS vs IONS
+92.6%
+100.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -4.7% | -4.3% | -0.5% | -4.0% |
| 30D | -35.1% | +0.4% | -35.5% | -35.3% |
| 3M | -37.7% | -24.1% | -13.6% | -35.4% |
| 6M | -30.7% | -26.4% | -4.3% | -27.8% |
| YTD | -31.9% | -29.7% | -2.3% | -28.5% |
| 1Y | -40.0% | -13.0% | -27.0% | -39.6% |
| 3Y | +28.4% | +35.0% | -6.6% | +13.0% |
| 5Y | +12.4% | +54.2% | -41.8% | -6.2% |
| All | +192.6% | +92.6% | +100.0% | +133.8% |
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