+417.1%
IRM vs IONS
+88.4%
+328.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.4% |
| 7D | +1.6% | -5.3% | +6.9% | +2.1% |
| 30D | -4.2% | +0.3% | -4.5% | -4.3% |
| 3M | -5.4% | -22.9% | +17.5% | -3.6% |
| 6M | +12.0% | -23.4% | +35.4% | +14.2% |
| YTD | +42.0% | -28.3% | +70.4% | +45.7% |
| 1Y | +29.9% | -7.0% | +36.9% | +29.4% |
| 3Y | +104.4% | +37.6% | +66.7% | +90.3% |
| 5Y | +191.0% | +53.4% | +137.6% | +164.4% |
| 10Y | +417.1% | +83.9% | +333.2% | +356.8% |
| All | +417.1% | +88.4% | +328.7% | +356.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling