-19.3%
IBM vs IONS
-59.8%
+40.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.1% | +8.4% | +0.1% |
| 7D | -2.2% | -30.3% | +28.1% | +0.6% |
| 30D | +7.7% | -37.7% | +45.4% | +11.9% |
| 3M | +3.5% | -50.5% | +54.0% | +9.9% |
| 6M | +7.2% | -62.8% | +70.0% | +16.6% |
| YTD | -15.8% | -64.4% | +48.6% | -9.6% |
| 1Y | -19.3% | -59.5% | +40.2% | -16.4% |
| All | -19.3% | -59.8% | +40.5% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling