+6.8%
DLTR vs IONS
-11.8%
+18.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.4% | -8.7% | -3.0% |
| 7D | +5.3% | -26.3% | +31.6% | +8.4% |
| 30D | +13.4% | -31.9% | +45.3% | +17.9% |
| 3M | +6.6% | -48.0% | +54.6% | +14.6% |
| 6M | +59.1% | -62.6% | +121.6% | +77.0% |
| YTD | +12.3% | -63.3% | +75.5% | +25.0% |
| 1Y | +33.9% | -58.4% | +92.3% | +46.8% |
| 3Y | +23.0% | -38.2% | +61.2% | +25.0% |
| All | +6.8% | -11.8% | +18.7% | +2.9% |
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