+44.0%
DLTR vs IONS
+92.6%
-48.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -9.4% | -4.3% | -5.2% | -9.0% |
| 30D | -7.3% | +0.4% | -7.8% | -7.4% |
| 3M | +7.6% | -24.1% | +31.7% | +10.3% |
| 6M | +1.6% | -26.4% | +28.0% | +4.5% |
| YTD | -3.5% | -29.7% | +26.1% | -0.4% |
| 1Y | +20.0% | -13.0% | +33.1% | +21.1% |
| 3Y | +2.3% | +35.0% | -32.8% | -3.7% |
| 5Y | +31.5% | +54.2% | -22.7% | +20.3% |
| All | +44.0% | +92.6% | -48.6% | +25.3% |
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 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