+90.9%
IT vs IONS
-29.6%
+120.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | -6.8% | -29.4% | +22.6% | -2.0% |
| 30D | -0.6% | -35.1% | +34.6% | +6.0% |
| 3M | +3.1% | -48.9% | +51.9% | +13.8% |
| 6M | +25.5% | -62.4% | +87.9% | +44.7% |
| YTD | -23.5% | -64.2% | +40.7% | -11.4% |
| 1Y | -16.6% | -60.9% | +44.3% | -5.1% |
| 3Y | -53.1% | -38.9% | -14.2% | -52.5% |
| 5Y | -41.4% | -15.6% | -25.9% | -45.5% |
| 10Y | +90.9% | -33.5% | +124.4% | +81.2% |
| All | +90.9% | -29.6% | +120.6% | +81.2% |
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 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