+149.6%
IBM vs IONS
+17.3%
+132.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.0% |
| 7D | -5.0% | -9.4% | +4.5% | -3.9% |
| 30D | +11.1% | -10.7% | +21.8% | +12.5% |
| 3M | +5.7% | -27.7% | +33.4% | +9.4% |
| 6M | +10.1% | -48.7% | +58.8% | +18.1% |
| YTD | -15.6% | -50.2% | +34.6% | -9.4% |
| 1Y | -19.5% | -46.8% | +27.3% | -14.4% |
| 3Y | +80.4% | -14.8% | +95.2% | +77.3% |
| 5Y | +140.0% | +17.0% | +123.0% | +120.7% |
| All | +149.6% | +17.3% | +132.3% | +139.2% |
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