+32.3%
ILMN vs IONS
+98.1%
-65.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +1.2% | -4.8% | +6.1% | +2.6% |
| 30D | +9.2% | +7.2% | +2.0% | +6.8% |
| 3M | +29.8% | -22.7% | +52.5% | +36.8% |
| 6M | +69.2% | -26.9% | +96.1% | +80.9% |
| YTD | +66.4% | -26.6% | +92.9% | +77.3% |
| 1Y | +123.4% | -2.1% | +125.5% | +117.8% |
| 3Y | +33.2% | +43.4% | -10.3% | +9.2% |
| 5Y | -52.0% | +47.0% | -99.0% | -62.1% |
| All | +32.3% | +98.1% | -65.8% | +2.1% |
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 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