-31.1%
IT vs IONS
-8.4%
-22.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.6% |
| 7D | -9.1% | -8.7% | -0.5% | -8.9% |
| 30D | -12.2% | -1.6% | -10.5% | -12.2% |
| 3M | +7.8% | -24.9% | +32.7% | +9.3% |
| 6M | +2.0% | -25.7% | +27.6% | +3.3% |
| YTD | -32.7% | -29.2% | -3.6% | -32.5% |
| 1Y | -31.1% | -13.0% | -18.1% | -34.7% |
| All | -31.1% | -8.4% | -22.7% | -34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling