-16.5%
IT vs IONS
-60.0%
+43.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.7% | +0.7% |
| 7D | +1.1% | -26.3% | +27.4% | +0.7% |
| 30D | -1.8% | -31.9% | +30.1% | -2.4% |
| 3M | +4.8% | -48.0% | +52.8% | +3.6% |
| 6M | +33.0% | -62.6% | +95.6% | +32.9% |
| YTD | -23.8% | -63.3% | +39.4% | -25.0% |
| 1Y | -16.5% | -58.4% | +41.9% | -20.2% |
| All | -16.5% | -60.0% | +43.4% | -20.2% |
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 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