+662.6%
ETSY vs IONS
-32.1%
+694.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.6% | -1.0% |
| 7D | -1.0% | -26.3% | +25.2% | +6.7% |
| 30D | +7.3% | -31.9% | +39.3% | +18.4% |
| 3M | +10.3% | -48.0% | +58.3% | +30.6% |
| 6M | +55.1% | -62.6% | +117.6% | +98.0% |
| YTD | +60.5% | -63.3% | +123.8% | +105.7% |
| 1Y | +52.2% | -58.4% | +110.6% | +87.6% |
| 3Y | +40.8% | -38.2% | +79.0% | +45.5% |
| 5Y | -67.3% | -11.1% | -56.2% | -70.9% |
| All | +662.6% | -32.1% | +694.7% | +631.1% |
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 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