+56.5%
IOT vs IONS
+86.9%
-30.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.4% |
| 7D | +5.1% | -8.7% | +13.7% | +7.3% |
| 30D | -3.0% | -1.6% | -1.4% | -3.0% |
| 3M | +15.0% | -24.9% | +39.8% | +21.1% |
| 6M | +13.1% | -25.7% | +38.8% | +19.1% |
| YTD | +9.0% | -29.2% | +38.2% | +15.6% |
| 1Y | +0.1% | -13.0% | +13.1% | -1.2% |
| 3Y | +26.4% | +35.9% | -9.5% | -2.5% |
| All | +56.5% | +86.9% | -30.4% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling