-2.3%
F vs IONS
-59.8%
+57.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.1% | +8.3% | +0.1% |
| 7D | +1.0% | -30.3% | +31.2% | +4.1% |
| 30D | +2.1% | -37.7% | +39.9% | +6.8% |
| 3M | -10.3% | -50.5% | +40.2% | -3.7% |
| 6M | +3.3% | -62.8% | +66.0% | +11.8% |
| YTD | -2.0% | -64.4% | +62.4% | +6.3% |
| 1Y | -2.3% | -59.5% | +57.2% | +0.7% |
| All | -2.3% | -59.8% | +57.5% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling