+4.8%
IYR vs IONS
+51.6%
-46.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.2% |
| 7D | -0.4% | -5.3% | +4.9% | +0.1% |
| 30D | -2.5% | +0.3% | -2.8% | -2.6% |
| 3M | +1.5% | -22.9% | +24.3% | +3.6% |
| 6M | +3.9% | -23.4% | +27.3% | +6.1% |
| YTD | +9.5% | -28.3% | +37.8% | +12.6% |
| 1Y | +7.5% | -7.0% | +14.5% | +7.0% |
| 3Y | +30.8% | +37.6% | -6.8% | +20.1% |
| 5Y | +4.8% | +53.4% | -48.6% | -8.4% |
| All | +4.8% | +51.6% | -46.8% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling