+6,045.6%
IT vs IONS
+811.2%
+5,234.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.6% | -4.6% |
| 7D | -6.0% | -4.8% | -1.2% | -5.4% |
| 30D | 0.0% | +7.2% | -7.2% | -1.1% |
| 3M | +13.1% | -22.7% | +35.8% | +16.3% |
| 6M | +11.7% | -26.9% | +38.6% | +15.5% |
| YTD | -26.1% | -26.6% | +0.5% | -23.8% |
| 1Y | -21.3% | -2.1% | -19.1% | -22.1% |
| 3Y | -46.7% | +43.4% | -90.2% | -51.2% |
| 5Y | -40.5% | +47.0% | -87.5% | -46.6% |
| 10Y | +103.9% | +97.2% | +6.7% | +66.2% |
| All | +6,045.6% | +811.2% | +5,234.4% | +3,125.3% |
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