+55.4%
IOT vs IONS
+80.8%
-25.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.5% |
| 7D | -4.5% | -6.7% | +2.2% | -2.9% |
| 30D | -2.4% | -4.1% | +1.7% | -1.8% |
| 3M | +19.0% | -26.6% | +45.5% | +26.0% |
| 6M | +19.6% | -27.5% | +47.2% | +26.7% |
| YTD | +8.3% | -31.5% | +39.7% | +15.7% |
| 1Y | -0.8% | -15.3% | +14.5% | -1.5% |
| 3Y | +24.4% | +31.3% | -6.9% | -3.1% |
| All | +55.4% | +80.8% | -25.4% | -3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling