+186.9%
DLR vs IONS
-20.4%
+207.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -21.4% | +24.7% | +5.6% |
| 7D | +2.4% | -24.8% | +27.2% | +5.0% |
| 30D | +0.7% | -31.5% | +32.3% | +4.4% |
| 3M | -6.4% | -45.2% | +38.8% | -0.9% |
| 6M | -6.5% | -59.1% | +52.5% | +1.4% |
| YTD | +18.8% | -60.8% | +79.6% | +29.4% |
| 1Y | +9.0% | -57.9% | +66.9% | +17.7% |
| 3Y | +54.5% | -34.5% | +89.0% | +55.1% |
| 5Y | +35.8% | -8.8% | +44.7% | +28.9% |
| All | +186.9% | -20.4% | +207.3% | +172.7% |
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