+1,122.9%
IONS vs DAR
+1,762.6%
-639.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -4.8% | +1.4% | -6.2% | -5.0% |
| 30D | +7.2% | +12.8% | -5.6% | +6.0% |
| 3M | -22.7% | +7.4% | -30.0% | -23.3% |
| 6M | -26.9% | +22.3% | -49.1% | -28.3% |
| YTD | -26.6% | +81.1% | -107.7% | -30.4% |
| 1Y | -2.1% | +106.5% | -108.6% | -8.4% |
| 3Y | +43.4% | +5.3% | +38.1% | +40.3% |
| 5Y | +47.0% | -11.5% | +58.5% | +44.8% |
| 10Y | +97.2% | +353.3% | -256.2% | +69.4% |
| All | +1,122.9% | +1,762.6% | -639.6% | +997.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling