-35.9%
DOW vs IONS
+51.6%
-87.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.7% |
| 7D | -2.9% | -5.3% | +2.4% | -2.4% |
| 30D | +2.0% | +0.3% | +1.7% | +1.8% |
| 3M | -12.5% | -22.9% | +10.4% | -10.8% |
| 6M | -9.2% | -23.4% | +14.2% | -7.5% |
| YTD | +30.8% | -28.3% | +59.1% | +34.2% |
| 1Y | +29.4% | -7.0% | +36.4% | +28.9% |
| 3Y | -34.6% | +37.6% | -72.2% | -39.8% |
| 5Y | -35.9% | +53.4% | -89.3% | -42.7% |
| All | -35.9% | +51.6% | -87.5% | -42.7% |
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