+75.1%
ITOT vs IONS
+50.3%
+24.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.2% |
| 7D | -0.9% | -6.7% | +5.8% | 0.0% |
| 30D | -1.5% | -4.1% | +2.7% | -1.0% |
| 3M | +3.6% | -26.6% | +30.1% | +6.7% |
| 6M | +13.7% | -27.5% | +41.2% | +17.3% |
| YTD | +12.9% | -31.5% | +44.4% | +17.3% |
| 1Y | +17.2% | -15.3% | +32.5% | +17.9% |
| 3Y | +75.6% | +31.3% | +44.3% | +58.7% |
| All | +75.1% | +50.3% | +24.8% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling