+115.1%
INDA vs IONS
+566.2%
-451.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | +0.7% | -4.8% | +5.6% | +1.2% |
| 30D | -0.8% | +7.2% | -8.0% | -1.5% |
| 3M | +3.9% | -22.7% | +26.6% | +5.9% |
| 6M | -0.7% | -26.9% | +26.2% | +1.6% |
| YTD | -7.7% | -26.6% | +18.9% | -5.6% |
| 1Y | -5.1% | -2.1% | -3.0% | -5.8% |
| 3Y | +13.6% | +43.4% | -29.8% | +6.5% |
| 5Y | +7.8% | +47.0% | -39.2% | -0.8% |
| 10Y | +84.6% | +97.2% | -12.5% | +62.3% |
| All | +115.1% | +566.2% | -451.0% | +58.2% |
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 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