+2,528.6%
DUK vs IONS
+170.3%
+2,358.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.1% | +1.0% |
| 7D | +1.9% | -26.3% | +28.2% | +3.0% |
| 30D | +8.9% | -31.9% | +40.8% | +10.3% |
| 3M | +5.6% | -48.0% | +53.5% | +8.0% |
| 6M | +7.0% | -62.6% | +69.5% | +10.7% |
| YTD | +14.0% | -63.3% | +77.3% | +18.0% |
| 1Y | +9.1% | -58.4% | +67.5% | +12.3% |
| 3Y | +67.6% | -38.2% | +105.8% | +68.5% |
| 5Y | +56.6% | -11.1% | +67.7% | +54.2% |
| 10Y | +159.8% | -31.7% | +191.5% | +154.7% |
| All | +2,528.6% | +170.3% | +2,358.3% | +2,168.7% |
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