+1,410.3%
IBKR vs IONS
+463.0%
+947.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.5% |
| 7D | +1.3% | -8.7% | +10.0% | +2.8% |
| 30D | -0.3% | -1.6% | +1.3% | -0.1% |
| 3M | +4.7% | -24.9% | +29.6% | +8.7% |
| 6M | +34.0% | -25.7% | +59.7% | +39.4% |
| YTD | +40.8% | -29.2% | +70.0% | +47.5% |
| 1Y | +45.7% | -13.0% | +58.7% | +47.1% |
| 3Y | +288.4% | +35.9% | +252.4% | +250.4% |
| 5Y | +487.2% | +54.5% | +432.7% | +404.0% |
| 10Y | +991.2% | +93.1% | +898.1% | +740.0% |
| All | +1,410.3% | +463.0% | +947.3% | +647.3% |
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