-41.9%
IONS vs DTE
+56.5%
-98.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.6% |
| 7D | -29.6% | +3.2% | -32.8% | -30.0% |
| 30D | -35.6% | +8.5% | -44.0% | -36.5% |
| 3M | -51.7% | +1.3% | -53.0% | -51.8% |
| 6M | -64.0% | -0.7% | -63.3% | -63.7% |
| YTD | -65.5% | +10.6% | -76.1% | -65.8% |
| 1Y | -62.4% | +2.6% | -65.1% | -62.3% |
| All | -41.9% | +56.5% | -98.5% | -50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling