+231.0%
IQV vs IONS
+92.6%
+138.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -5.3% | -4.3% | -1.0% | -4.4% |
| 30D | +5.5% | +0.4% | +5.1% | +5.3% |
| 3M | +41.2% | -24.1% | +65.3% | +47.5% |
| 6M | +50.5% | -26.4% | +77.0% | +58.1% |
| YTD | +14.1% | -29.7% | +43.8% | +20.9% |
| 1Y | +39.9% | -13.0% | +53.0% | +41.1% |
| 3Y | +20.5% | +35.0% | -14.5% | +5.6% |
| 5Y | -1.2% | +54.2% | -55.4% | -18.4% |
| All | +231.0% | +92.6% | +138.3% | +159.9% |
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