+20.4%
ICE vs IONS
-59.1%
+79.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.4% |
| 7D | +3.2% | -29.4% | +32.7% | +2.2% |
| 30D | +14.7% | -35.1% | +49.8% | +13.3% |
| 3M | +19.8% | -48.9% | +68.7% | +18.0% |
| 6M | +15.2% | -62.4% | +77.7% | +15.0% |
| YTD | +12.7% | -64.2% | +76.8% | +11.4% |
| 1Y | +20.4% | -60.9% | +81.3% | +17.6% |
| All | +20.4% | -59.1% | +79.5% | +17.6% |
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