+409.3%
EQNR vs IONS
+87.6%
+321.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.4% |
| 7D | +6.4% | -6.7% | +13.1% | +7.2% |
| 30D | +10.4% | -4.1% | +14.5% | +10.7% |
| 3M | +23.1% | -26.6% | +49.7% | +26.2% |
| 6M | +36.3% | -27.5% | +63.8% | +39.7% |
| YTD | +96.0% | -31.5% | +127.4% | +101.9% |
| 1Y | +94.2% | -15.3% | +109.6% | +95.1% |
| 3Y | +75.3% | +31.3% | +44.0% | +62.8% |
| 5Y | +187.2% | +50.2% | +137.0% | +154.8% |
| All | +409.3% | +87.6% | +321.6% | +360.2% |
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