+59.0%
JD vs IONS
+64.8%
-5.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.4% |
| 7D | +13.4% | -9.4% | +22.8% | +15.3% |
| 30D | +7.7% | -10.7% | +18.4% | +9.7% |
| 3M | -11.3% | -27.7% | +16.4% | -6.4% |
| 6M | -5.1% | -48.7% | +43.6% | +5.2% |
| YTD | +5.0% | -50.2% | +55.2% | +17.0% |
| 1Y | -5.6% | -46.8% | +41.2% | +3.7% |
| 3Y | +17.8% | -14.8% | +32.6% | +14.6% |
| 5Y | -57.2% | +17.0% | -74.2% | -61.6% |
| 10Y | +34.8% | +45.3% | -10.5% | +10.6% |
| All | +59.0% | +64.8% | -5.8% | +10.8% |
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