-37.3%
DOCS vs IONS
-25.7%
-11.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.4% |
| 7D | -4.2% | -29.4% | +25.3% | +2.4% |
| 30D | +8.6% | -35.1% | +43.8% | +18.3% |
| 3M | +27.2% | -48.9% | +76.1% | +45.2% |
| 6M | +26.5% | -62.4% | +88.9% | +52.9% |
| YTD | -25.0% | -64.2% | +39.2% | -8.9% |
| 1Y | -37.0% | -60.9% | +23.9% | -25.3% |
| 3Y | +39.4% | -38.9% | +78.3% | +39.6% |
| 5Y | -56.7% | -15.6% | -41.1% | -64.8% |
| All | -37.3% | -25.7% | -11.7% | -47.0% |
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