+7.0%
IOVA vs IONS
-27.6%
+34.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.1% | +8.0% | +3.5% |
| 7D | -8.5% | -30.3% | +21.8% | +7.8% |
| 30D | -44.7% | -37.7% | -7.0% | -30.6% |
| 3M | +26.2% | -50.5% | +76.7% | +76.1% |
| 6M | +123.2% | -62.8% | +186.0% | +251.5% |
| YTD | +196.0% | -64.4% | +260.3% | +380.0% |
| 1Y | +240.9% | -59.5% | +300.4% | +417.1% |
| 3Y | +103.5% | -39.2% | +142.7% | +133.9% |
| 5Y | -65.5% | -15.3% | -50.1% | -67.7% |
| 10Y | +7.0% | -31.2% | +38.2% | +11.3% |
| All | +7.0% | -27.6% | +34.6% | +11.3% |
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