+54.6%
DUK vs IONS
-18.9%
+73.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | 0.0% |
| 7D | -1.1% | -29.6% | +28.5% | -0.2% |
| 30D | +8.8% | -35.6% | +44.4% | +10.1% |
| 3M | +5.0% | -51.7% | +56.7% | +7.2% |
| 6M | +4.6% | -64.0% | +68.6% | +7.7% |
| YTD | +12.6% | -65.5% | +78.1% | +16.0% |
| 1Y | +7.4% | -62.4% | +69.8% | +10.3% |
| 3Y | +63.1% | -41.1% | +104.2% | +63.9% |
| 5Y | +54.6% | -16.5% | +71.0% | +55.1% |
| All | +54.6% | -18.9% | +73.5% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling