+17.6%
ICE vs IONS
-59.3%
+76.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.1% | +10.4% | +1.0% |
| 7D | +3.2% | -30.3% | +33.4% | +2.1% |
| 30D | +12.9% | -37.7% | +50.7% | +11.4% |
| 3M | +17.5% | -50.5% | +68.0% | +15.8% |
| 6M | +14.0% | -62.8% | +76.7% | +13.7% |
| YTD | +10.0% | -64.4% | +74.4% | +8.8% |
| All | +17.6% | -59.3% | +76.9% | +14.8% |
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