-48.1%
DOCS vs IONS
-46.2%
-1.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.9% | -4.0% |
| 7D | -1.3% | -12.6% | +11.3% | -0.3% |
| 30D | +19.4% | -11.8% | +31.2% | +20.5% |
| 3M | +53.4% | -28.4% | +81.8% | +55.8% |
| 6M | +28.8% | -48.4% | +77.2% | +30.8% |
| YTD | -25.1% | -51.0% | +25.9% | -25.2% |
| 1Y | -48.1% | -48.0% | -0.1% | -50.5% |
| All | -48.1% | -46.2% | -1.9% | -50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling