+62.8%
DOCS vs IONS
-14.8%
+77.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.4% |
| 7D | +1.2% | -10.6% | +11.8% | +2.5% |
| 30D | +21.3% | -7.7% | +29.0% | +22.4% |
| 3M | +58.4% | -27.1% | +85.5% | +63.5% |
| 6M | +39.3% | -46.8% | +86.1% | +47.6% |
| YTD | -21.7% | -49.2% | +27.5% | -16.9% |
| 1Y | -47.3% | -44.9% | -2.4% | -44.7% |
| All | +62.8% | -14.8% | +77.6% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling