+282.3%
IP vs IONS
+273.5%
+8.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +3.4% | -10.6% | +14.0% | +4.5% |
| 30D | +11.2% | -7.7% | +18.9% | +12.1% |
| 3M | -14.8% | -27.1% | +12.3% | -12.2% |
| 6M | +17.3% | -46.8% | +64.1% | +24.0% |
| YTD | -6.2% | -49.2% | +43.1% | -0.5% |
| 1Y | +2.3% | -44.9% | +47.3% | +7.6% |
| 3Y | +17.7% | -14.9% | +32.6% | +16.5% |
| 5Y | -8.4% | +15.9% | -24.4% | -13.5% |
| 10Y | +32.1% | +48.0% | -15.9% | +17.8% |
| All | +282.3% | +273.5% | +8.8% | +152.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling