+54.5%
IONS vs DTE
+31.9%
+22.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -8.7% | 0.0% | -8.7% | -8.7% |
| 30D | -1.6% | -0.5% | -1.1% | -1.5% |
| 3M | -24.9% | -6.0% | -18.9% | -23.8% |
| 6M | -25.7% | -7.2% | -18.5% | -24.5% |
| YTD | -29.2% | +7.2% | -36.4% | -29.9% |
| 1Y | -13.0% | +4.1% | -17.1% | -13.5% |
| 3Y | +35.9% | +46.9% | -10.9% | +25.1% |
| 5Y | +54.5% | +32.9% | +21.6% | +46.7% |
| All | +54.5% | +31.9% | +22.6% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling