+973.2%
IGV vs IONS
+376.5%
+596.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | -4.5% | -4.8% | +0.3% | -3.8% |
| 30D | +3.2% | +7.2% | -4.0% | +1.9% |
| 3M | +4.5% | -22.7% | +27.2% | +7.8% |
| 6M | +22.1% | -26.9% | +49.0% | +26.8% |
| YTD | -1.0% | -26.6% | +25.5% | +2.5% |
| 1Y | -2.1% | -2.1% | 0.0% | -3.5% |
| 3Y | +44.6% | +43.4% | +1.1% | +29.3% |
| 5Y | +22.2% | +47.0% | -24.8% | +7.0% |
| 10Y | +364.7% | +97.2% | +267.5% | +266.5% |
| All | +973.2% | +376.5% | +596.6% | +460.1% |
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