+96.1%
GOOG vs IONS
-15.9%
+111.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | +1.2% | -29.4% | +30.6% | +5.9% |
| 30D | -16.7% | -35.1% | +18.4% | -11.7% |
| 3M | -15.2% | -48.9% | +33.7% | -7.1% |
| 6M | -24.8% | -62.4% | +37.7% | -14.3% |
| YTD | -7.2% | -64.2% | +57.0% | +6.4% |
| 1Y | -0.1% | -60.9% | +60.8% | +12.8% |
| 3Y | +118.8% | -38.9% | +157.7% | +121.1% |
| All | +96.1% | -15.9% | +111.9% | +76.8% |
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