+337.1%
IR vs IONS
-39.5%
+376.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.8% |
| 7D | +4.2% | -29.6% | +33.8% | +9.4% |
| 30D | +8.1% | -35.6% | +43.6% | +15.0% |
| 3M | +0.7% | -51.7% | +52.4% | +12.2% |
| 6M | +16.6% | -64.0% | +80.6% | +35.2% |
| YTD | +7.8% | -65.5% | +73.2% | +25.7% |
| 1Y | +9.9% | -62.4% | +72.3% | +26.2% |
| 3Y | +25.2% | -41.1% | +66.3% | +27.8% |
| 5Y | +46.8% | -16.5% | +63.2% | +34.9% |
| All | +337.1% | -39.5% | +376.6% | +338.3% |
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