+17.8%
JD vs IONS
-16.4%
+34.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.5% |
| 7D | +13.4% | -9.4% | +22.8% | +14.4% |
| 30D | +7.7% | -10.7% | +18.4% | +8.8% |
| 3M | -11.3% | -27.7% | +16.4% | -8.6% |
| 6M | -5.1% | -48.7% | +43.6% | +0.5% |
| YTD | +5.0% | -50.2% | +55.2% | +11.5% |
| 1Y | -5.6% | -46.8% | +41.2% | -0.5% |
| 3Y | +17.8% | -14.8% | +32.6% | +11.7% |
| All | +17.8% | -16.4% | +34.2% | +11.7% |
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 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