+75.3%
EQNR vs IONS
+31.9%
+43.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.7% |
| 7D | +6.4% | -6.7% | +13.1% | +6.5% |
| 30D | +10.4% | -4.1% | +14.5% | +10.3% |
| 3M | +23.1% | -26.6% | +49.7% | +23.5% |
| 6M | +36.3% | -27.5% | +63.8% | +36.7% |
| YTD | +96.0% | -31.5% | +127.4% | +96.9% |
| 1Y | +94.2% | -15.3% | +109.6% | +94.0% |
| 3Y | +75.3% | +31.3% | +44.0% | +69.6% |
| All | +75.3% | +31.9% | +43.4% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling