+72.2%
DOCU vs IONS
+32.9%
+39.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +6.9% | -4.8% | +11.7% | +8.3% |
| 30D | +19.0% | +7.2% | +11.8% | +16.3% |
| 3M | +34.3% | -22.7% | +57.0% | +41.2% |
| 6M | +48.0% | -26.9% | +74.9% | +57.6% |
| YTD | 0.0% | -26.6% | +26.6% | +6.0% |
| 1Y | -10.3% | -2.1% | -8.1% | -13.6% |
| 3Y | +32.4% | +43.4% | -11.0% | +4.1% |
| 5Y | -77.9% | +47.0% | -124.9% | -83.2% |
| All | +72.2% | +32.9% | +39.3% | +28.8% |
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