-12.8%
DT vs IONS
-36.9%
+24.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.4% | -6.6% | -0.5% |
| 7D | +3.1% | -26.3% | +29.4% | +4.4% |
| 30D | -29.5% | -31.9% | +2.4% | -28.4% |
| 3M | -11.7% | -48.0% | +36.3% | -9.6% |
| 6M | +29.0% | -62.6% | +91.5% | +33.9% |
| YTD | +3.4% | -63.3% | +66.6% | +7.2% |
| 1Y | -4.2% | -58.4% | +54.2% | -2.1% |
| 3Y | -12.8% | -38.2% | +25.4% | -20.3% |
| All | -12.8% | -36.9% | +24.0% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling