-15.8%
F vs IONS
+17.1%
-32.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.0% |
| 7D | +1.6% | -9.4% | +11.0% | +3.0% |
| 30D | +2.6% | -10.7% | +13.4% | +4.3% |
| 3M | -8.8% | -27.7% | +18.8% | -4.5% |
| 6M | +4.6% | -48.7% | +53.3% | +14.5% |
| YTD | -1.9% | -50.2% | +48.3% | +7.7% |
| 1Y | -0.8% | -46.8% | +46.0% | +7.7% |
| 3Y | +43.5% | -14.8% | +58.3% | +38.6% |
| All | -15.8% | +17.1% | -32.9% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling