+800.9%
F vs IONS
+440.4%
+360.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +5.3% | -4.8% | +10.2% | +5.9% |
| 30D | +4.6% | +7.2% | -2.6% | +3.7% |
| 3M | -3.7% | -22.7% | +19.0% | -1.6% |
| 6M | +16.8% | -26.9% | +43.7% | +20.0% |
| YTD | +15.3% | -26.6% | +41.9% | +18.3% |
| 1Y | +31.0% | -2.1% | +33.1% | +30.1% |
| 3Y | +45.4% | +43.4% | +2.0% | +36.1% |
| 5Y | +54.7% | +47.0% | +7.7% | +42.5% |
| 10Y | +98.2% | +97.2% | +1.0% | +70.9% |
| All | +800.9% | +440.4% | +360.5% | +447.3% |
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