+2,215.2%
IBM vs IONS
+266.7%
+1,948.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.0% |
| 7D | -5.0% | -9.4% | +4.5% | -4.2% |
| 30D | +11.1% | -10.7% | +21.8% | +12.1% |
| 3M | +5.7% | -27.7% | +33.4% | +8.3% |
| 6M | +10.1% | -48.7% | +58.8% | +15.7% |
| YTD | -15.6% | -50.2% | +34.6% | -11.2% |
| 1Y | -19.5% | -46.8% | +27.3% | -15.9% |
| 3Y | +80.4% | -14.8% | +95.2% | +78.8% |
| 5Y | +140.0% | +17.0% | +123.0% | +128.6% |
| 10Y | +155.0% | +45.3% | +109.7% | +131.6% |
| All | +2,215.2% | +266.7% | +1,948.6% | +1,338.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling