+6,197.3%
IT vs IONS
+386.3%
+5,811.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -21.4% | +21.8% | +3.4% |
| 7D | -18.8% | -24.8% | +6.0% | -15.9% |
| 30D | -0.1% | -31.5% | +31.5% | +4.7% |
| 3M | +2.9% | -45.2% | +48.1% | +10.8% |
| 6M | +20.4% | -59.1% | +79.5% | +34.0% |
| YTD | -24.3% | -60.8% | +36.5% | -15.5% |
| 1Y | -17.2% | -57.9% | +40.7% | -8.6% |
| 3Y | -52.4% | -34.5% | -17.9% | -51.8% |
| 5Y | -43.7% | -8.8% | -34.9% | -46.3% |
| 10Y | +90.3% | -19.2% | +109.5% | +75.0% |
| All | +6,197.3% | +386.3% | +5,811.0% | +3,474.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling