+592.1%
JPM vs IONS
+84.6%
+507.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.5% |
| 7D | -0.4% | -8.7% | +8.2% | +0.8% |
| 30D | -1.4% | -1.6% | +0.2% | -1.3% |
| 3M | +13.9% | -24.9% | +38.8% | +17.5% |
| 6M | +23.5% | -25.7% | +49.2% | +27.4% |
| YTD | +11.6% | -29.2% | +40.8% | +15.8% |
| 1Y | +21.4% | -13.0% | +34.4% | +22.1% |
| 3Y | +163.4% | +35.9% | +127.5% | +140.2% |
| 5Y | +152.5% | +54.5% | +98.0% | +119.6% |
| 10Y | +592.1% | +93.1% | +499.0% | +452.5% |
| All | +592.1% | +84.6% | +507.6% | +452.5% |
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