+70.5%
ILMN vs IONS
-5.7%
+76.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -21.4% | +24.9% | +9.5% |
| 7D | -2.6% | -24.8% | +22.3% | +4.4% |
| 30D | -20.6% | -31.5% | +10.9% | -12.6% |
| 3M | +17.5% | -45.2% | +62.7% | +36.9% |
| 6M | +55.6% | -59.1% | +114.7% | +93.6% |
| YTD | +68.3% | -60.8% | +129.1% | +111.4% |
| 1Y | +81.1% | -57.9% | +139.0% | +122.1% |
| 3Y | +112.2% | -34.5% | +146.6% | +115.2% |
| 5Y | -42.6% | -8.8% | -33.8% | -49.3% |
| 10Y | +70.5% | -19.2% | +89.7% | +46.4% |
| All | +70.5% | -5.7% | +76.2% | +46.4% |
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