+155.0%
ETSY vs IONS
-10.7%
+165.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.7% | -6.7% |
| 7D | -8.5% | -4.8% | -3.6% | -7.4% |
| 30D | -10.9% | +7.2% | -18.1% | -12.6% |
| 3M | +14.1% | -22.7% | +36.8% | +19.8% |
| 6M | +37.5% | -26.9% | +64.4% | +46.2% |
| YTD | +38.0% | -26.6% | +64.6% | +46.5% |
| 1Y | +46.5% | -2.1% | +48.7% | +44.0% |
| 3Y | +2.5% | +43.4% | -40.9% | -13.9% |
| 5Y | -65.3% | +47.0% | -112.3% | -71.6% |
| 10Y | +451.6% | +97.2% | +354.4% | +307.3% |
| All | +155.0% | -10.7% | +165.7% | +93.6% |
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 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