+893.6%
ITOT vs IONS
+574.9%
+318.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -0.4% | -8.7% | +8.3% | +0.9% |
| 30D | -1.6% | -1.6% | 0.0% | -1.4% |
| 3M | +3.5% | -24.9% | +28.4% | +6.8% |
| 6M | +13.1% | -25.7% | +38.8% | +16.8% |
| YTD | +12.7% | -29.2% | +41.9% | +17.0% |
| 1Y | +18.3% | -13.0% | +31.3% | +19.1% |
| 3Y | +76.4% | +35.9% | +40.5% | +61.7% |
| 5Y | +73.8% | +54.5% | +19.3% | +53.3% |
| 10Y | +301.2% | +93.1% | +208.1% | +224.3% |
| All | +893.6% | +574.9% | +318.7% | +447.8% |
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