-8.1%
DT vs IONS
-16.4%
+8.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.7% |
| 7D | -24.7% | -9.4% | -15.3% | -24.3% |
| 30D | -27.4% | -10.7% | -16.6% | -27.0% |
| 3M | -11.1% | -27.7% | +16.5% | -10.1% |
| 6M | +13.7% | -48.7% | +62.4% | +16.6% |
| YTD | +0.2% | -50.2% | +50.4% | +2.7% |
| 1Y | -5.7% | -46.8% | +41.1% | -4.1% |
| 3Y | -8.1% | -14.8% | +6.7% | -16.9% |
| All | -8.1% | -16.4% | +8.3% | -16.9% |
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