+284.9%
IR vs IONS
+25.7%
+259.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.7% | -1.2% |
| 7D | +0.6% | -5.3% | +5.9% | +1.5% |
| 30D | -13.6% | +0.3% | -13.9% | -13.7% |
| 3M | +3.7% | -22.9% | +26.6% | +7.2% |
| 6M | -13.1% | -23.4% | +10.4% | -10.1% |
| YTD | -5.1% | -28.3% | +23.2% | -0.8% |
| 1Y | -6.5% | -7.0% | +0.6% | -6.8% |
| 3Y | +8.5% | +37.6% | -29.1% | -3.5% |
| 5Y | +43.3% | +53.4% | -10.1% | +20.7% |
| All | +284.9% | +25.7% | +259.2% | +245.8% |
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