+110.9%
DT vs IONS
-14.3%
+125.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -2.5% |
| 7D | -4.9% | -5.3% | +0.4% | -3.6% |
| 30D | +2.7% | +0.3% | +2.4% | +2.3% |
| 3M | +20.0% | -22.9% | +42.9% | +26.0% |
| 6M | +28.0% | -23.4% | +51.4% | +33.9% |
| YTD | +16.0% | -28.3% | +44.4% | +23.1% |
| 1Y | +0.7% | -7.0% | +7.8% | -2.2% |
| 3Y | +6.2% | +37.6% | -31.4% | -17.3% |
| 5Y | -28.1% | +53.4% | -81.5% | -49.4% |
| All | +110.9% | -14.3% | +125.2% | +90.2% |
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