-12.4%
IP vs IONS
+17.1%
-29.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.7% |
| 7D | -5.1% | -9.4% | +4.4% | -4.1% |
| 30D | +8.5% | -10.7% | +19.3% | +9.7% |
| 3M | -13.8% | -27.7% | +13.8% | -11.2% |
| 6M | +5.7% | -48.7% | +54.4% | +11.8% |
| YTD | -9.1% | -50.2% | +41.1% | -3.8% |
| 1Y | -0.8% | -46.8% | +46.0% | +4.3% |
| 3Y | +14.8% | -14.8% | +29.6% | +12.8% |
| All | -12.4% | +17.1% | -29.5% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling