+21.5%
JD vs IONS
+98.1%
-76.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | -1.7% | -4.8% | +3.2% | -0.8% |
| 30D | -13.2% | +7.2% | -20.3% | -14.3% |
| 3M | -3.2% | -22.7% | +19.5% | +0.3% |
| 6M | +15.2% | -26.9% | +42.1% | +20.6% |
| YTD | +2.0% | -26.6% | +28.5% | +6.5% |
| 1Y | -5.4% | -2.1% | -3.3% | -6.7% |
| 3Y | -9.1% | +43.4% | -52.5% | -20.4% |
| 5Y | -59.6% | +47.0% | -106.6% | -65.7% |
| All | +21.5% | +98.1% | -76.6% | +2.6% |
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