-14.9%
DPZ vs IONS
-47.1%
+32.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.7% | -2.3% |
| 7D | +6.6% | -9.4% | +16.0% | +7.5% |
| 30D | +10.3% | -10.7% | +21.0% | +11.3% |
| 3M | -6.2% | -27.7% | +21.5% | -3.7% |
| 6M | +4.2% | -48.7% | +52.9% | +9.3% |
| YTD | -18.4% | -50.2% | +31.8% | -13.7% |
| 1Y | -14.9% | -46.8% | +31.9% | -10.7% |
| All | -14.9% | -47.1% | +32.2% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling