-4.4%
DOC vs IONS
+96.6%
-101.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -1.5% | -4.8% | +3.4% | -0.9% |
| 30D | -4.8% | +7.2% | -12.0% | -5.7% |
| 3M | +6.9% | -22.7% | +29.6% | +9.7% |
| 6M | +20.7% | -26.9% | +47.6% | +24.7% |
| YTD | +34.1% | -26.6% | +60.7% | +38.3% |
| 1Y | +22.6% | -2.1% | +24.8% | +21.7% |
| 3Y | +20.8% | +43.4% | -22.6% | +11.1% |
| 5Y | -24.9% | +47.0% | -71.9% | -32.5% |
| All | -4.4% | +96.6% | -101.0% | -16.4% |
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