+9.0%
IYR vs IONS
-59.1%
+68.1%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -1.2% | -29.4% | +28.2% | -0.3% |
| 30D | +6.1% | -35.1% | +41.2% | +7.5% |
| 3M | +0.9% | -48.9% | +49.8% | +3.5% |
| 6M | +1.2% | -62.4% | +63.6% | +4.6% |
| YTD | +11.1% | -64.2% | +75.3% | +15.0% |
| 1Y | +9.0% | -60.9% | +69.9% | +10.3% |
| All | +9.0% | -59.1% | +68.1% | +10.3% |
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