+82.3%
DT vs IONS
-57.4%
+139.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.1% | +8.0% | +1.2% |
| 7D | -7.5% | -30.3% | +22.7% | +0.4% |
| 30D | -31.5% | -37.7% | +6.2% | -23.4% |
| 3M | -14.0% | -50.5% | +36.5% | +1.4% |
| 6M | +6.9% | -62.8% | +69.6% | +33.3% |
| YTD | +0.3% | -64.4% | +64.7% | +25.8% |
| 1Y | -6.9% | -59.5% | +52.5% | +11.7% |
| 3Y | -13.9% | -39.2% | +25.3% | -15.7% |
| 5Y | -39.9% | -15.3% | -24.6% | -51.9% |
| All | +82.3% | -57.4% | +139.8% | +94.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling