+1,543.8%
DVN vs IONS
+170.3%
+1,373.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.7% | +0.2% |
| 7D | +10.4% | -26.3% | +36.6% | +12.8% |
| 30D | -6.7% | -31.9% | +25.3% | -4.0% |
| 3M | +5.6% | -48.0% | +53.6% | +10.8% |
| 6M | +0.7% | -62.6% | +63.2% | +8.1% |
| YTD | +29.6% | -63.3% | +92.8% | +39.1% |
| 1Y | +36.3% | -58.4% | +94.7% | +44.8% |
| 3Y | +13.2% | -38.2% | +51.4% | +14.6% |
| 5Y | +38.6% | -11.1% | +49.7% | +34.7% |
| 10Y | +60.9% | -31.7% | +92.6% | +56.7% |
| All | +1,543.8% | +170.3% | +1,373.5% | +1,173.7% |
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