+89.2%
IT vs IONS
-32.1%
+121.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.7% | -0.4% |
| 7D | +1.1% | -26.3% | +27.4% | +5.6% |
| 30D | -1.8% | -31.9% | +30.1% | +3.8% |
| 3M | +4.8% | -48.0% | +52.8% | +15.4% |
| 6M | +33.0% | -62.6% | +95.6% | +53.7% |
| YTD | -23.8% | -63.3% | +39.4% | -12.1% |
| 1Y | -16.5% | -58.4% | +41.9% | -6.0% |
| 3Y | -53.6% | -38.2% | -15.4% | -53.1% |
| 5Y | -42.1% | -11.1% | -31.0% | -46.7% |
| All | +89.2% | -32.1% | +121.3% | +80.0% |
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 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