-15.1%
F vs IONS
-11.1%
-4.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -21.4% | +22.0% | +3.7% |
| 7D | -0.6% | -24.8% | +24.2% | +3.1% |
| 30D | +2.9% | -31.5% | +34.4% | +8.2% |
| 3M | -9.5% | -45.2% | +35.7% | -1.7% |
| 6M | +4.0% | -59.1% | +63.1% | +17.1% |
| YTD | -1.3% | -60.8% | +59.5% | +11.7% |
| 1Y | -1.9% | -57.9% | +55.9% | +9.6% |
| 3Y | +53.5% | -34.5% | +88.0% | +53.6% |
| 5Y | -15.1% | -8.8% | -6.3% | -20.6% |
| All | -15.1% | -11.1% | -4.0% | -20.6% |
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 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