+144.8%
IBM vs IONS
-36.2%
+181.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -1.0% |
| 7D | -0.3% | -29.6% | +29.3% | +3.4% |
| 30D | +6.8% | -35.6% | +42.3% | +11.9% |
| 3M | +4.4% | -51.7% | +56.1% | +13.0% |
| 6M | +13.2% | -64.0% | +77.2% | +26.3% |
| YTD | -15.1% | -65.5% | +50.3% | -5.1% |
| 1Y | -20.2% | -62.4% | +42.2% | -11.7% |
| 3Y | +79.3% | -41.1% | +120.4% | +83.0% |
| 5Y | +147.5% | -16.5% | +163.9% | +134.3% |
| All | +144.8% | -36.2% | +181.0% | +143.4% |
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