+672.1%
F vs IONS
+260.9%
+411.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.7% |
| 7D | +1.4% | -12.6% | +14.0% | +2.8% |
| 30D | +2.0% | -11.8% | +13.9% | +3.3% |
| 3M | -10.4% | -28.4% | +18.0% | -7.3% |
| 6M | +9.7% | -48.4% | +58.2% | +16.9% |
| YTD | -1.2% | -51.0% | +49.8% | +5.7% |
| 1Y | 0.0% | -48.0% | +48.1% | +6.3% |
| 3Y | +41.1% | -17.8% | +58.9% | +40.1% |
| 5Y | -11.4% | +15.2% | -26.6% | -16.2% |
| 10Y | +85.0% | +43.0% | +41.9% | +65.2% |
| All | +672.1% | +260.9% | +411.2% | +389.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling