+98.6%
DOCU vs IONS
-11.2%
+109.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.1% |
| 7D | -3.2% | -12.6% | +9.4% | +0.3% |
| 30D | +15.7% | -11.8% | +27.5% | +19.5% |
| 3M | +37.3% | -28.4% | +65.7% | +48.9% |
| 6M | +63.1% | -48.4% | +111.6% | +89.8% |
| YTD | +15.4% | -51.0% | +66.3% | +35.6% |
| 1Y | +11.3% | -48.0% | +59.4% | +28.2% |
| 3Y | +92.1% | -17.8% | +109.8% | +79.1% |
| 5Y | -70.5% | +15.2% | -85.7% | -76.0% |
| All | +98.6% | -11.2% | +109.9% | +64.9% |
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