+2,119.7%
IBM vs IONS
+440.4%
+1,679.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.4% |
| 3M | -21.6% | -22.7% | +1.1% | -20.2% |
| 6M | -4.7% | -26.9% | +22.2% | -2.6% |
| YTD | -19.1% | -26.6% | +7.5% | -17.4% |
| 1Y | -2.5% | -2.1% | -0.4% | -2.9% |
| 3Y | +74.2% | +43.4% | +30.7% | +65.4% |
| 5Y | +113.1% | +47.0% | +66.1% | +99.3% |
| 10Y | +133.5% | +97.2% | +36.4% | +106.8% |
| All | +2,119.7% | +440.4% | +1,679.3% | +1,237.4% |
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 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