+299.3%
IP vs IONS
+440.4%
-141.1%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -5.3% | -4.8% | -0.4% | -4.8% |
| 30D | -10.9% | +7.2% | -18.1% | -11.5% |
| 3M | +11.2% | -22.7% | +33.8% | +13.4% |
| 6M | -10.2% | -26.9% | +16.7% | -7.9% |
| YTD | -2.0% | -26.6% | +24.6% | +0.4% |
| 1Y | -19.1% | -2.1% | -17.0% | -19.5% |
| 3Y | +20.9% | +43.4% | -22.6% | +13.6% |
| 5Y | -17.8% | +47.0% | -64.8% | -24.2% |
| 10Y | +23.5% | +97.2% | -73.7% | +7.0% |
| All | +299.3% | +440.4% | -141.1% | +154.7% |
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