+56.4%
JD vs IONS
+62.2%
-5.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.4% | +6.6% | +3.9% |
| 7D | +11.7% | -12.6% | +24.3% | +14.3% |
| 30D | +8.1% | -11.8% | +19.9% | +10.3% |
| 3M | -12.0% | -28.4% | +16.4% | -7.0% |
| 6M | -3.5% | -48.4% | +44.9% | +6.9% |
| YTD | +3.3% | -51.0% | +54.3% | +15.4% |
| 1Y | -7.4% | -48.0% | +40.6% | +2.2% |
| 3Y | +16.6% | -17.8% | +34.4% | +14.2% |
| 5Y | -57.9% | +15.2% | -73.0% | -62.1% |
| 10Y | +32.6% | +43.0% | -10.4% | +9.2% |
| All | +56.4% | +62.2% | -5.8% | +9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling