+25.4%
IP vs IONS
+15.4%
+10.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.6% | -3.5% |
| 7D | -5.0% | -12.6% | +7.6% | -3.1% |
| 30D | +6.5% | -11.8% | +18.4% | +8.4% |
| 3M | -18.0% | -28.4% | +10.4% | -14.2% |
| 6M | +10.3% | -48.4% | +58.8% | +19.9% |
| YTD | -9.9% | -51.0% | +41.1% | -1.6% |
| 1Y | -1.1% | -48.0% | +47.0% | +7.1% |
| 3Y | +13.0% | -17.8% | +30.8% | +11.2% |
| 5Y | -12.3% | +15.2% | -27.4% | -20.6% |
| All | +25.4% | +15.4% | +10.0% | +13.1% |
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