+139.9%
IBM vs IONS
-27.6%
+167.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.1% | +8.4% | +0.4% |
| 7D | -2.2% | -30.3% | +28.1% | +1.6% |
| 30D | +7.7% | -37.7% | +45.4% | +13.2% |
| 3M | +3.5% | -50.5% | +54.0% | +11.6% |
| 6M | +7.2% | -62.8% | +70.0% | +18.9% |
| YTD | -15.8% | -64.4% | +48.6% | -6.3% |
| 1Y | -19.3% | -59.5% | +40.2% | -11.6% |
| 3Y | +78.0% | -39.2% | +117.2% | +81.0% |
| 5Y | +143.0% | -15.3% | +158.4% | +130.4% |
| 10Y | +139.9% | -31.2% | +171.1% | +140.8% |
| All | +139.9% | -27.6% | +167.6% | +140.8% |
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 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