-35.6%
DOCN vs IONS
+17.1%
-52.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +1.9% |
| 7D | -19.2% | -9.4% | -9.7% | -15.8% |
| 30D | -43.1% | -10.7% | -32.3% | -40.3% |
| 3M | -40.7% | -27.7% | -13.0% | -33.1% |
| 6M | -55.0% | -48.7% | -6.3% | -43.3% |
| YTD | +50.6% | -50.2% | +100.8% | +91.2% |
| 1Y | +54.0% | -46.8% | +100.8% | +89.2% |
| 3Y | +203.9% | -14.8% | +218.7% | +177.0% |
| All | -35.6% | +17.1% | -52.7% | -54.9% |
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