+2,061.0%
DOC vs IONS
+273.5%
+1,787.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.2% |
| 7D | +8.7% | -10.6% | +19.3% | +9.7% |
| 30D | +7.6% | -7.7% | +15.3% | +8.3% |
| 3M | -5.3% | -27.1% | +21.8% | -3.0% |
| 6M | +27.6% | -46.8% | +74.4% | +33.6% |
| YTD | +32.4% | -49.2% | +81.7% | +39.0% |
| 1Y | +22.9% | -44.9% | +67.8% | +28.1% |
| 3Y | +43.1% | -14.9% | +58.0% | +41.9% |
| 5Y | -21.4% | +15.9% | -37.3% | -24.9% |
| 10Y | +16.8% | +48.0% | -31.2% | +6.3% |
| All | +2,061.0% | +273.5% | +1,787.5% | +1,464.6% |
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