+59.8%
ILMN vs IONS
+17.3%
+42.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.0% |
| 7D | -9.7% | -9.4% | -0.3% | -7.1% |
| 30D | -20.4% | -10.7% | -9.7% | -17.8% |
| 3M | +10.0% | -27.7% | +37.7% | +19.6% |
| 6M | +49.5% | -48.7% | +98.2% | +75.7% |
| YTD | +62.5% | -50.2% | +112.7% | +91.8% |
| 1Y | +76.0% | -46.8% | +122.8% | +103.5% |
| 3Y | +94.2% | -14.8% | +109.0% | +85.5% |
| 5Y | -46.3% | +17.0% | -63.3% | -54.8% |
| All | +59.8% | +17.3% | +42.5% | +40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling