+2,516.3%
ICE vs IONS
+563.8%
+1,952.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -21.4% | +22.4% | +4.7% |
| 7D | +1.0% | -24.8% | +25.8% | +5.5% |
| 30D | +11.4% | -31.5% | +43.0% | +18.1% |
| 3M | +16.2% | -45.2% | +61.4% | +27.5% |
| 6M | +12.5% | -59.1% | +71.5% | +28.7% |
| YTD | +8.6% | -60.8% | +69.4% | +24.8% |
| 1Y | +18.4% | -57.9% | +76.2% | +34.0% |
| 3Y | +66.4% | -34.5% | +100.9% | +67.4% |
| 5Y | +37.2% | -8.8% | +46.0% | +25.4% |
| 10Y | +244.8% | -19.2% | +264.1% | +191.5% |
| All | +2,516.3% | +563.8% | +1,952.5% | +930.6% |
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 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