+1.1%
IOVA vs IONS
-36.2%
+37.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.6% | -2.1% | -3.8% |
| 7D | -1.4% | -29.6% | +28.2% | +15.5% |
| 30D | -47.4% | -35.6% | -11.8% | -34.9% |
| 3M | +13.2% | -51.7% | +64.9% | +60.4% |
| 6M | +114.3% | -64.0% | +178.3% | +244.9% |
| YTD | +179.5% | -65.5% | +245.0% | +362.7% |
| 1Y | +200.4% | -62.4% | +262.8% | +375.2% |
| 3Y | +92.2% | -41.1% | +133.3% | +124.7% |
| 5Y | -63.8% | -16.5% | -47.3% | -66.1% |
| All | +1.1% | -36.2% | +37.3% | +9.0% |
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