+73.9%
IBM vs IONS
+43.7%
+30.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -0.3% | -4.8% | +4.6% | +0.1% |
| 30D | +0.3% | +7.2% | -6.9% | -0.3% |
| 3M | -21.6% | -22.7% | +1.1% | -20.4% |
| 6M | -4.7% | -26.9% | +22.2% | -3.0% |
| YTD | -19.1% | -26.6% | +7.5% | -17.8% |
| 1Y | -2.5% | -2.1% | -0.4% | -2.9% |
| All | +73.9% | +43.7% | +30.2% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling