+701.9%
INSM vs IONS
-32.1%
+734.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.4% | -3.8% | -0.4% |
| 7D | +5.9% | -26.3% | +32.2% | +19.5% |
| 30D | +23.9% | -31.9% | +55.8% | +45.0% |
| 3M | -4.1% | -48.0% | +43.9% | +27.0% |
| 6M | +2.7% | -62.6% | +65.2% | +55.0% |
| YTD | -30.4% | -63.3% | +32.9% | +6.0% |
| 1Y | -36.6% | -58.4% | +21.8% | -9.5% |
| 3Y | +406.9% | -38.2% | +445.2% | +445.7% |
| 5Y | +280.3% | -11.1% | +291.4% | +226.7% |
| All | +701.9% | -32.1% | +734.0% | +644.1% |
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