-19.2%
IONS vs DAR
+288.2%
-307.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +4.7% | -26.0% | -22.4% |
| 7D | -24.8% | -2.8% | -22.1% | -24.6% |
| 30D | -31.5% | -12.8% | -18.7% | -29.7% |
| 3M | -45.2% | -11.6% | -33.6% | -44.2% |
| 6M | -59.1% | -16.8% | -42.3% | -57.9% |
| YTD | -60.8% | +45.9% | -106.7% | -65.0% |
| 1Y | -57.9% | +61.5% | -119.3% | -63.3% |
| 3Y | -34.5% | +23.0% | -57.4% | -41.5% |
| 5Y | -8.8% | -35.8% | +27.0% | -5.8% |
| 10Y | -19.2% | +280.4% | -299.6% | -53.1% |
| All | -19.2% | +288.2% | -307.5% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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