+34.3%
DLR vs IONS
+47.7%
-13.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.6% | -4.8% | +6.4% | +2.0% |
| 30D | -3.4% | +7.2% | -10.6% | -4.1% |
| 3M | +0.5% | -22.7% | +23.2% | +2.2% |
| 6M | +4.6% | -26.9% | +31.4% | +6.9% |
| YTD | +23.4% | -26.6% | +50.0% | +26.0% |
| 1Y | +19.0% | -2.1% | +21.2% | +18.0% |
| 3Y | +56.5% | +43.4% | +13.1% | +43.7% |
| All | +34.3% | +47.7% | -13.4% | +19.1% |
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