+345.2%
IR vs IONS
-31.3%
+376.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -21.4% | +26.0% | +8.1% |
| 7D | +5.0% | -24.8% | +29.8% | +9.2% |
| 30D | +10.3% | -31.5% | +41.9% | +16.4% |
| 3M | -0.1% | -45.2% | +45.1% | +9.2% |
| 6M | +14.8% | -59.1% | +73.8% | +30.5% |
| YTD | +9.7% | -60.8% | +70.6% | +25.6% |
| 1Y | +12.2% | -57.9% | +70.1% | +26.6% |
| 3Y | +30.0% | -34.5% | +64.5% | +30.7% |
| 5Y | +46.8% | -8.8% | +55.6% | +33.5% |
| All | +345.2% | -31.3% | +376.5% | +337.8% |
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