+162.6%
DUK vs IONS
-32.1%
+194.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.1% | +0.9% |
| 7D | +1.9% | -26.3% | +28.2% | +3.7% |
| 30D | +8.9% | -31.9% | +40.8% | +11.3% |
| 3M | +5.6% | -48.0% | +53.5% | +9.7% |
| 6M | +7.0% | -62.6% | +69.5% | +13.3% |
| YTD | +14.0% | -63.3% | +77.3% | +20.8% |
| 1Y | +9.1% | -58.4% | +67.5% | +14.5% |
| 3Y | +67.6% | -38.2% | +105.8% | +68.7% |
| 5Y | +56.6% | -11.1% | +67.7% | +50.4% |
| All | +162.6% | -32.1% | +194.7% | +156.9% |
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 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