+85.4%
IONS vs DTE
+141.0%
-55.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | -4.3% | -2.0% | -2.3% | -3.7% |
| 30D | +0.4% | -2.4% | +2.8% | +1.1% |
| 3M | -24.1% | -7.3% | -16.8% | -22.2% |
| 6M | -26.4% | -7.6% | -18.8% | -24.7% |
| YTD | -29.7% | +5.8% | -35.5% | -31.0% |
| 1Y | -13.0% | +2.3% | -15.4% | -13.9% |
| 3Y | +35.0% | +45.0% | -10.0% | +18.0% |
| 5Y | +54.2% | +33.2% | +21.0% | +37.0% |
| All | +85.4% | +141.0% | -55.6% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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