+692.8%
GOOGL vs IONS
-32.1%
+724.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.4% | -2.1% |
| 7D | +3.9% | -26.3% | +30.1% | +8.8% |
| 30D | -14.9% | -31.9% | +17.0% | -9.6% |
| 3M | -14.6% | -48.0% | +33.4% | -5.1% |
| 6M | -26.4% | -62.6% | +36.1% | -14.1% |
| YTD | -5.3% | -63.3% | +57.9% | +10.7% |
| 1Y | +6.5% | -58.4% | +64.8% | +21.5% |
| 3Y | +126.0% | -38.2% | +164.3% | +130.6% |
| 5Y | +100.8% | -11.1% | +111.9% | +84.5% |
| All | +692.8% | -32.1% | +724.9% | +657.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling