+176.7%
DLR vs IONS
+84.6%
+92.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | +2.9% | -8.7% | +11.6% | +3.8% |
| 30D | -1.2% | -1.6% | +0.5% | -1.1% |
| 3M | +2.9% | -24.9% | +27.8% | +5.1% |
| 6M | +6.7% | -25.7% | +32.3% | +9.0% |
| YTD | +23.9% | -29.2% | +53.1% | +27.1% |
| 1Y | +18.6% | -13.0% | +31.6% | +19.2% |
| 3Y | +59.7% | +35.9% | +23.7% | +49.5% |
| 5Y | +42.1% | +54.5% | -12.4% | +29.5% |
| 10Y | +176.7% | +93.1% | +83.6% | +156.6% |
| All | +176.7% | +84.6% | +92.1% | +156.6% |
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 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