+53.9%
F vs IONS
+47.7%
+6.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +5.3% | -4.8% | +10.2% | +6.1% |
| 30D | +4.6% | +7.2% | -2.6% | +3.3% |
| 3M | -3.7% | -22.7% | +19.0% | -0.7% |
| 6M | +16.8% | -26.9% | +43.7% | +21.6% |
| YTD | +15.3% | -26.6% | +41.9% | +19.7% |
| 1Y | +31.0% | -2.1% | +33.1% | +29.2% |
| 3Y | +45.4% | +43.4% | +2.0% | +27.9% |
| All | +53.9% | +47.7% | +6.2% | +34.5% |
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