+69.0%
F vs IONS
-29.6%
+98.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -2.1% | -29.4% | +27.3% | +3.2% |
| 30D | +3.3% | -35.1% | +38.4% | +10.4% |
| 3M | -11.3% | -48.9% | +37.6% | -1.4% |
| 6M | +5.3% | -62.4% | +67.7% | +22.3% |
| YTD | -2.2% | -64.2% | +62.0% | +14.3% |
| 1Y | -3.5% | -60.9% | +57.4% | +11.0% |
| 3Y | +49.5% | -38.9% | +88.4% | +52.8% |
| 5Y | -13.5% | -15.6% | +2.1% | -19.2% |
| 10Y | +69.0% | -33.5% | +102.5% | +67.4% |
| All | +69.0% | -29.6% | +98.6% | +67.4% |
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