+291.3%
IR vs IONS
+28.8%
+262.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | -2.8% | -4.8% | +2.0% | -2.0% |
| 30D | -15.1% | +7.2% | -22.3% | -16.2% |
| 3M | +6.1% | -22.7% | +28.7% | +9.6% |
| 6M | -16.8% | -26.9% | +10.1% | -13.3% |
| YTD | -3.5% | -26.6% | +23.0% | +0.4% |
| 1Y | -3.5% | -2.1% | -1.4% | -4.7% |
| 3Y | +9.5% | +43.4% | -34.0% | -3.4% |
| 5Y | +45.1% | +47.0% | -1.9% | +23.5% |
| All | +291.3% | +28.8% | +262.5% | +250.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling