+95.3%
DOCU vs IONS
-9.8%
+105.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.1% |
| 7D | -5.5% | -9.4% | +3.9% | -3.0% |
| 30D | +12.6% | -10.7% | +23.4% | +15.9% |
| 3M | +36.4% | -27.7% | +64.1% | +47.5% |
| 6M | +66.8% | -48.7% | +115.5% | +94.6% |
| YTD | +13.5% | -50.2% | +63.6% | +32.8% |
| 1Y | +11.3% | -46.8% | +58.1% | +27.3% |
| 3Y | +92.1% | -14.8% | +106.9% | +77.0% |
| 5Y | -71.0% | +17.0% | -88.0% | -76.5% |
| All | +95.3% | -9.8% | +105.2% | +61.4% |
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