+92.6%
IOVA vs IONS
-36.9%
+129.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.4% | -4.7% | -1.1% |
| 7D | -3.5% | -26.3% | +22.8% | +8.4% |
| 30D | -45.4% | -31.9% | -13.4% | -35.8% |
| 3M | +19.0% | -48.0% | +67.0% | +56.4% |
| 6M | +112.0% | -62.6% | +174.6% | +216.9% |
| YTD | +184.2% | -63.3% | +247.5% | +331.2% |
| 1Y | +222.0% | -58.4% | +280.4% | +359.1% |
| 3Y | +92.6% | -38.2% | +130.8% | +117.6% |
| All | +92.6% | -36.9% | +129.4% | +117.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling