+32.3%
DLR vs IONS
+17.1%
+15.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | -3.6% | -9.4% | +5.8% | -2.7% |
| 30D | -3.5% | -10.7% | +7.3% | -2.4% |
| 3M | -8.9% | -27.7% | +18.7% | -6.2% |
| 6M | -11.6% | -48.7% | +37.1% | -6.5% |
| YTD | +14.9% | -50.2% | +65.1% | +21.6% |
| 1Y | +6.4% | -46.8% | +53.2% | +11.9% |
| 3Y | +47.3% | -14.8% | +62.1% | +43.3% |
| All | +32.3% | +17.1% | +15.2% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling