+27.6%
IR vs IONS
-16.4%
+43.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.2% |
| 7D | +3.7% | -9.4% | +13.1% | +4.7% |
| 30D | +7.4% | -10.7% | +18.2% | +8.6% |
| 3M | -5.9% | -27.7% | +21.7% | -2.9% |
| 6M | +5.6% | -48.7% | +54.3% | +12.2% |
| YTD | +4.8% | -50.2% | +55.0% | +11.7% |
| 1Y | +6.9% | -46.8% | +53.7% | +13.1% |
| 3Y | +27.6% | -14.8% | +42.4% | +20.4% |
| All | +27.6% | -16.4% | +43.9% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling