+53,483.3%
IDXX vs IONS
+470.8%
+53,012.5%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -4.3% | -4.3% | 0.0% | -3.8% |
| 30D | -13.7% | +0.4% | -14.1% | -13.7% |
| 3M | -9.1% | -24.1% | +15.0% | -6.6% |
| 6M | -15.4% | -26.4% | +11.0% | -12.8% |
| YTD | -25.1% | -29.7% | +4.5% | -22.4% |
| 1Y | -20.6% | -13.0% | -7.6% | -20.0% |
| 3Y | +8.7% | +35.0% | -26.3% | +1.6% |
| 5Y | -25.7% | +54.2% | -79.9% | -32.5% |
| 10Y | +360.6% | +91.8% | +268.8% | +292.4% |
| All | +53,483.3% | +470.8% | +53,012.5% | +27,463.9% |
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