+43.4%
IYR vs IONS
-34.1%
+77.5%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -21.4% | +22.9% | +2.7% |
| 7D | +2.3% | -24.8% | +27.1% | +3.8% |
| 30D | +7.4% | -31.5% | +38.9% | +9.6% |
| 3M | -0.7% | -45.2% | +44.5% | +2.7% |
| 6M | +1.6% | -59.1% | +60.7% | +6.7% |
| YTD | +11.6% | -60.8% | +72.4% | +17.4% |
| 1Y | +10.5% | -57.9% | +68.3% | +15.6% |
| 3Y | +43.4% | -34.5% | +77.9% | +39.3% |
| All | +43.4% | -34.1% | +77.5% | +39.3% |
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 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