-28.8%
DPZ vs IONS
+47.7%
-76.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.5% | -4.8% | +2.3% | -2.0% |
| 30D | -7.0% | +7.2% | -14.2% | -7.9% |
| 3M | +11.6% | -22.7% | +34.3% | +14.4% |
| 6M | -15.2% | -26.9% | +11.7% | -12.5% |
| YTD | -17.2% | -26.6% | +9.3% | -14.7% |
| 1Y | -24.8% | -2.1% | -22.7% | -25.6% |
| 3Y | -8.7% | +43.4% | -52.1% | -16.8% |
| All | -28.8% | +47.7% | -76.6% | -39.7% |
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