-38.2%
IONS vs DAR
+33.7%
-71.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.1% | +5.3% | +6.3% |
| 7D | -26.3% | +11.6% | -37.8% | -27.0% |
| 30D | -31.9% | -10.2% | -21.7% | -31.2% |
| 3M | -48.0% | -14.8% | -33.2% | -47.2% |
| 6M | -62.6% | -10.1% | -52.5% | -62.3% |
| YTD | -63.3% | +55.5% | -118.8% | -65.9% |
| 1Y | -58.4% | +61.7% | -120.1% | -61.6% |
| 3Y | -38.2% | +37.2% | -75.4% | -44.6% |
| All | -38.2% | +33.7% | -71.9% | -44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling