+3,595.7%
DLR vs IONS
+1,120.4%
+2,475.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.6% | -4.8% | +6.4% | +2.2% |
| 30D | -3.4% | +7.2% | -10.6% | -4.4% |
| 3M | +0.5% | -22.7% | +23.2% | +3.2% |
| 6M | +4.6% | -26.9% | +31.4% | +8.1% |
| YTD | +23.4% | -26.6% | +50.0% | +27.4% |
| 1Y | +19.0% | -2.1% | +21.2% | +17.9% |
| 3Y | +56.5% | +43.4% | +13.1% | +42.5% |
| 5Y | +33.3% | +47.0% | -13.7% | +18.4% |
| 10Y | +165.1% | +97.2% | +68.0% | +107.8% |
| All | +3,595.7% | +1,120.4% | +2,475.3% | +1,651.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling