+886.2%
IVZ vs IONS
+198.5%
+687.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.4% | -4.7% | -7.4% |
| 7D | -6.7% | -12.6% | +5.9% | -4.5% |
| 30D | -10.9% | -11.8% | +1.0% | -8.9% |
| 3M | -14.8% | -28.4% | +13.6% | -10.0% |
| 6M | +2.4% | -48.4% | +50.8% | +13.3% |
| YTD | +5.4% | -51.0% | +56.4% | +17.4% |
| 1Y | +19.6% | -48.0% | +67.6% | +31.6% |
| 3Y | +122.4% | -17.8% | +140.2% | +119.5% |
| 5Y | +28.8% | +15.2% | +13.6% | +17.4% |
| 10Y | +52.3% | +43.0% | +9.3% | +26.6% |
| All | +886.2% | +198.5% | +687.8% | +403.8% |
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