+12.2%
IOT vs IONS
-2.1%
+14.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -2.3% | -4.8% | +2.5% | -2.9% |
| 30D | +3.8% | +7.2% | -3.4% | +4.6% |
| 3M | +14.2% | -22.7% | +36.9% | +12.8% |
| 6M | +40.1% | -26.9% | +67.0% | +37.5% |
| YTD | +13.4% | -26.6% | +40.0% | +11.0% |
| 1Y | +12.2% | -2.1% | +14.3% | +11.7% |
| All | +12.2% | -2.1% | +14.3% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 1y: compounded portfolio wealth divided by compounded IONS 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…
1y analysis · Full analysis span regression · 6 months rolling