+480.9%
IONS vs DTE
+2,833.9%
-2,353.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.2% |
| 7D | -4.8% | +0.2% | -5.0% | -4.9% |
| 30D | +7.2% | -2.6% | +9.8% | +8.3% |
| 3M | -22.7% | -3.9% | -18.8% | -21.3% |
| 6M | -26.9% | -7.9% | -19.0% | -24.5% |
| YTD | -26.6% | +7.2% | -33.7% | -28.9% |
| 1Y | -2.1% | +3.1% | -5.2% | -3.9% |
| 3Y | +43.4% | +47.6% | -4.1% | +19.1% |
| 5Y | +47.0% | +32.7% | +14.3% | +25.6% |
| 10Y | +97.2% | +138.8% | -41.6% | +22.7% |
| All | +480.9% | +2,833.9% | -2,353.0% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling