+117.6%
DT vs IONS
-12.3%
+129.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -3.3% | -4.8% | +1.6% | -2.1% |
| 30D | +2.0% | +7.2% | -5.2% | -0.2% |
| 3M | +20.0% | -22.7% | +42.7% | +26.0% |
| 6M | +39.3% | -26.9% | +66.2% | +47.7% |
| YTD | +19.8% | -26.6% | +46.3% | +26.2% |
| 1Y | +4.3% | -2.1% | +6.4% | -0.3% |
| 3Y | +7.7% | +43.4% | -35.7% | -17.3% |
| 5Y | -26.8% | +47.0% | -73.8% | -47.3% |
| All | +117.6% | -12.3% | +129.9% | +95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling