+25.4%
IVZ vs IONS
-60.0%
+85.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.4% | -4.1% | +2.4% |
| 7D | +7.6% | -26.3% | +33.9% | +6.9% |
| 30D | +4.3% | -31.9% | +36.3% | +4.0% |
| 3M | -9.3% | -48.0% | +38.6% | -9.2% |
| 6M | +5.2% | -62.6% | +67.8% | +2.3% |
| YTD | +13.4% | -63.3% | +76.7% | +10.2% |
| 1Y | +25.4% | -58.4% | +83.8% | +24.1% |
| All | +25.4% | -60.0% | +85.3% | +24.1% |
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