-6.2%
DOW vs IONS
-61.1%
+54.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -21.4% | +20.0% | +2.0% |
| 7D | -9.4% | -24.8% | +15.4% | -5.6% |
| 30D | +8.9% | -31.5% | +40.5% | +15.2% |
| 3M | +6.7% | -45.2% | +51.9% | +16.6% |
| 6M | -14.2% | -59.1% | +44.9% | -2.4% |
| YTD | +36.9% | -60.8% | +97.7% | +56.4% |
| 1Y | +45.8% | -57.9% | +103.6% | +64.0% |
| 3Y | -23.9% | -34.5% | +10.6% | -24.5% |
| 5Y | -30.8% | -8.8% | -21.9% | -39.5% |
| All | -6.2% | -61.1% | +54.8% | -8.2% |
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