+325.3%
IR vs IONS
-12.6%
+337.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.1% |
| 7D | +3.7% | -9.4% | +13.1% | +5.3% |
| 30D | +7.4% | -10.7% | +18.2% | +9.3% |
| 3M | -5.9% | -27.7% | +21.7% | -1.1% |
| 6M | +5.6% | -48.7% | +54.3% | +16.6% |
| YTD | +4.8% | -50.2% | +55.0% | +16.2% |
| 1Y | +6.9% | -46.8% | +53.7% | +17.0% |
| 3Y | +27.6% | -14.8% | +42.4% | +23.7% |
| 5Y | +45.8% | +17.0% | +28.8% | +28.1% |
| All | +325.3% | -12.6% | +337.9% | +305.0% |
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