-2.5%
DPZ vs IONS
-17.7%
+15.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.6% | +0.6% |
| 7D | +9.5% | -12.6% | +22.1% | +11.1% |
| 30D | +12.8% | -11.8% | +24.6% | +14.2% |
| 3M | -6.2% | -28.4% | +22.2% | -3.0% |
| 6M | +4.3% | -48.4% | +52.7% | +11.1% |
| YTD | -16.6% | -51.0% | +34.4% | -10.7% |
| 1Y | -12.8% | -48.0% | +35.2% | -7.4% |
| All | -2.5% | -17.7% | +15.2% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling