-97.9%
IRE vs IONS
-46.8%
-51.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -3.4% | -30.6% | -31.9% |
| 7D | -57.1% | -12.6% | -44.5% | -53.0% |
| 30D | -84.4% | -11.8% | -72.6% | -82.9% |
| 3M | -85.0% | -28.4% | -56.6% | -81.8% |
| 6M | -95.2% | -48.4% | -46.8% | -93.8% |
| YTD | -93.9% | -51.0% | -43.0% | -91.5% |
| 1Y | -98.8% | -48.0% | -50.8% | -98.5% |
| All | -97.9% | -46.8% | -51.1% | -97.5% |
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