-6.7%
JD vs IONS
-59.8%
+53.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.1% | +8.8% | +0.5% |
| 7D | +5.2% | -30.3% | +35.5% | +8.0% |
| 30D | +4.5% | -37.7% | +42.2% | +8.3% |
| 3M | -15.4% | -50.5% | +35.1% | -10.8% |
| 6M | -6.0% | -62.8% | +56.7% | -0.3% |
| YTD | +2.2% | -64.4% | +66.5% | +8.4% |
| 1Y | -6.7% | -59.5% | +52.8% | -3.7% |
| All | -6.7% | -59.8% | +53.1% | -3.7% |
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