+74.3%
F vs IONS
-27.6%
+101.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.1% | +8.3% | +0.8% |
| 7D | +1.0% | -30.3% | +31.2% | +6.7% |
| 30D | +2.1% | -37.7% | +39.9% | +10.0% |
| 3M | -10.3% | -50.5% | +40.2% | +0.3% |
| 6M | +3.3% | -62.8% | +66.0% | +20.1% |
| YTD | -2.0% | -64.4% | +62.4% | +14.7% |
| 1Y | -2.3% | -59.5% | +57.2% | +11.7% |
| 3Y | +49.9% | -39.2% | +89.1% | +53.3% |
| 5Y | -12.5% | -15.3% | +2.9% | -18.3% |
| 10Y | +74.3% | -31.2% | +105.4% | +72.9% |
| All | +74.3% | -27.6% | +101.9% | +72.9% |
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