-10.8%
DOW vs IONS
-27.0%
+16.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -3.0% | -3.0% |
| 7D | -2.4% | -4.8% | +2.5% | -1.6% |
| 30D | +0.4% | +7.2% | -6.8% | -1.0% |
| 3M | -14.4% | -22.7% | +8.3% | -11.4% |
| 6M | -7.0% | -26.9% | +19.9% | -3.1% |
| YTD | +30.2% | -26.6% | +56.8% | +35.4% |
| 1Y | +29.2% | -2.1% | +31.3% | +27.0% |
| 3Y | -36.7% | +43.4% | -80.1% | -45.1% |
| 5Y | -37.7% | +47.0% | -84.7% | -48.3% |
| All | -10.8% | -27.0% | +16.2% | -20.6% |
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