+58.0%
ILMN vs IONS
-36.2%
+94.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -0.6% |
| 7D | +0.7% | -29.6% | +30.4% | +9.8% |
| 30D | -22.7% | -35.6% | +12.8% | -13.5% |
| 3M | +8.6% | -51.7% | +60.3% | +31.3% |
| 6M | +43.8% | -64.0% | +107.8% | +85.6% |
| YTD | +59.8% | -65.5% | +125.2% | +108.0% |
| 1Y | +71.8% | -62.4% | +134.2% | +117.7% |
| 3Y | +119.0% | -41.1% | +160.1% | +128.2% |
| 5Y | -43.8% | -16.5% | -27.4% | -49.3% |
| All | +58.0% | -36.2% | +94.1% | +46.3% |
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 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