-50.3%
DOCS vs IONS
+52.4%
-102.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -1.4% | -4.8% | +3.4% | -0.4% |
| 30D | +21.8% | +7.2% | +14.6% | +19.6% |
| 3M | +27.3% | -22.7% | +50.0% | +32.7% |
| 6M | -0.3% | -26.9% | +26.5% | +5.1% |
| YTD | -40.5% | -26.6% | -13.9% | -37.6% |
| 1Y | -61.5% | -2.1% | -59.4% | -62.7% |
| 3Y | +8.2% | +43.4% | -35.3% | -12.2% |
| 5Y | -73.4% | +47.0% | -120.4% | -80.6% |
| All | -50.3% | +52.4% | -102.7% | -63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling