-1.1%
IP vs IONS
-46.2%
+45.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.6% | -3.4% |
| 7D | -5.0% | -12.6% | +7.6% | -3.0% |
| 30D | +6.5% | -11.8% | +18.4% | +8.5% |
| 3M | -18.0% | -28.4% | +10.4% | -14.3% |
| 6M | +10.3% | -48.4% | +58.8% | +16.1% |
| YTD | -9.9% | -51.0% | +41.1% | -5.3% |
| 1Y | -1.1% | -48.0% | +47.0% | +1.6% |
| All | -1.1% | -46.2% | +45.2% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling