+45.0%
ICE vs IONS
+47.7%
-2.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -0.7% | -4.8% | +4.2% | -0.3% |
| 30D | +7.6% | +7.2% | +0.4% | +6.9% |
| 3M | +13.9% | -22.7% | +36.6% | +15.9% |
| 6M | -2.4% | -26.9% | +24.5% | -0.3% |
| YTD | +0.3% | -26.6% | +26.8% | +2.2% |
| 1Y | -6.4% | -2.1% | -4.3% | -7.3% |
| 3Y | +43.1% | +43.4% | -0.3% | +32.6% |
| All | +45.0% | +47.7% | -2.8% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling