+190.6%
IONS vs DTE
+2,939.9%
-2,749.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.4% | +6.0% | +6.3% |
| 7D | -26.3% | +3.4% | -29.7% | -27.5% |
| 30D | -31.9% | +8.9% | -40.8% | -34.5% |
| 3M | -48.0% | +1.1% | -49.0% | -48.4% |
| 6M | -62.6% | +0.1% | -62.6% | -62.7% |
| YTD | -63.3% | +11.1% | -74.3% | -65.1% |
| 1Y | -58.4% | +4.9% | -63.3% | -59.5% |
| 3Y | -38.2% | +58.6% | -96.8% | -50.3% |
| 5Y | -11.1% | +47.3% | -58.4% | -27.6% |
| 10Y | -31.7% | +151.3% | -183.1% | -58.5% |
| All | +190.6% | +2,939.9% | -2,749.3% | -30.2% |
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