+128.7%
IVZ vs IONS
-17.7%
+146.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.4% | -4.7% | -7.5% |
| 7D | -6.7% | -12.6% | +5.9% | -4.9% |
| 30D | -10.9% | -11.8% | +1.0% | -9.3% |
| 3M | -14.8% | -28.4% | +13.6% | -11.0% |
| 6M | +2.4% | -48.4% | +50.8% | +10.3% |
| YTD | +5.4% | -51.0% | +56.4% | +14.3% |
| 1Y | +19.6% | -48.0% | +67.6% | +28.1% |
| All | +128.7% | -17.7% | +146.4% | +105.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling