+2,489.8%
ICE vs IONS
+744.1%
+1,745.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.3% |
| 7D | +2.0% | -9.4% | +11.4% | +3.7% |
| 30D | +12.9% | -10.7% | +23.6% | +14.9% |
| 3M | +15.4% | -27.7% | +43.1% | +21.4% |
| 6M | +13.1% | -48.7% | +61.8% | +25.2% |
| YTD | +7.5% | -50.2% | +57.6% | +19.1% |
| 1Y | +18.3% | -46.8% | +65.1% | +29.5% |
| 3Y | +65.9% | -14.8% | +80.7% | +60.3% |
| 5Y | +35.2% | +17.0% | +18.2% | +19.0% |
| 10Y | +266.7% | +45.3% | +221.4% | +176.0% |
| All | +2,489.8% | +744.1% | +1,745.7% | +884.3% |
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