-29.5%
DOW vs IONS
+17.1%
-46.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.9% |
| 7D | -9.5% | -9.4% | -0.1% | -8.8% |
| 30D | +13.1% | -10.7% | +23.8% | +14.1% |
| 3M | +4.8% | -27.7% | +32.5% | +7.5% |
| 6M | -16.7% | -48.7% | +32.0% | -12.0% |
| YTD | +38.9% | -50.2% | +89.0% | +46.8% |
| 1Y | +48.3% | -46.8% | +95.1% | +55.5% |
| 3Y | -24.4% | -14.8% | -9.5% | -27.6% |
| All | -29.5% | +17.1% | -46.6% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling