+44.9%
IR vs IONS
-11.8%
+56.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -1.0% |
| 7D | +2.5% | -26.3% | +28.8% | +5.4% |
| 30D | +9.2% | -31.9% | +41.1% | +13.2% |
| 3M | +0.9% | -48.0% | +48.9% | +8.0% |
| 6M | +19.2% | -62.6% | +81.8% | +31.9% |
| YTD | +7.5% | -63.3% | +70.7% | +19.0% |
| 1Y | +11.7% | -58.4% | +70.1% | +21.8% |
| 3Y | +23.9% | -38.2% | +62.1% | +23.7% |
| All | +44.9% | -11.8% | +56.7% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling