+34.4%
JD vs IONS
-30.0%
+64.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.1% | +8.8% | +1.5% |
| 7D | +5.2% | -30.3% | +35.5% | +12.0% |
| 30D | +4.5% | -37.7% | +42.2% | +13.6% |
| 3M | -15.4% | -50.5% | +35.1% | -4.2% |
| 6M | -6.0% | -62.8% | +56.7% | +11.2% |
| YTD | +2.2% | -64.4% | +66.5% | +21.8% |
| 1Y | -6.7% | -59.5% | +52.8% | +8.2% |
| 3Y | +20.5% | -39.2% | +59.7% | +23.5% |
| 5Y | -58.4% | -15.3% | -43.1% | -61.6% |
| All | +34.4% | -30.0% | +64.4% | +31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling