+0.7%
DT vs IONS
-7.3%
+8.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -3.4% |
| 7D | -4.9% | -5.3% | +0.4% | -5.5% |
| 30D | +2.7% | +0.3% | +2.4% | +2.8% |
| 3M | +20.0% | -22.9% | +42.9% | +17.8% |
| 6M | +28.0% | -23.4% | +51.4% | +25.1% |
| YTD | +16.0% | -28.3% | +44.4% | +11.9% |
| 1Y | +0.7% | -7.0% | +7.8% | -10.0% |
| All | +0.7% | -7.3% | +8.1% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling