-52.3%
DOCS vs IONS
+19.2%
-71.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.5% |
| 7D | +1.2% | -10.6% | +11.8% | +3.8% |
| 30D | +21.3% | -7.7% | +29.0% | +23.4% |
| 3M | +58.4% | -27.1% | +85.5% | +69.2% |
| 6M | +39.3% | -46.8% | +86.1% | +57.7% |
| YTD | -21.7% | -49.2% | +27.5% | -10.9% |
| 1Y | -47.3% | -44.9% | -2.4% | -41.4% |
| 3Y | +58.2% | -14.9% | +73.1% | +48.4% |
| 5Y | -52.3% | +15.9% | -68.2% | -68.5% |
| All | -52.3% | +19.2% | -71.5% | -68.5% |
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 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