+73.3%
DRI vs IONS
+47.7%
+25.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | +0.6% | -4.8% | +5.4% | +1.2% |
| 30D | +3.8% | +7.2% | -3.4% | +2.9% |
| 3M | +13.0% | -22.7% | +35.7% | +15.8% |
| 6M | +8.3% | -26.9% | +35.2% | +11.7% |
| YTD | +20.6% | -26.6% | +47.2% | +24.1% |
| 1Y | +6.5% | -2.1% | +8.6% | +5.1% |
| 3Y | +53.7% | +43.4% | +10.3% | +38.4% |
| All | +73.3% | +47.7% | +25.5% | +53.5% |
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