+10.0%
JPM vs IONS
-59.8%
+69.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.1% | +9.1% | +0.2% |
| 7D | +1.2% | -30.3% | +31.5% | +2.0% |
| 30D | +2.7% | -37.7% | +40.5% | +4.0% |
| 3M | -4.5% | -50.5% | +46.0% | -2.1% |
| 6M | +14.3% | -62.8% | +77.1% | +17.0% |
| YTD | +8.2% | -64.4% | +72.6% | +11.3% |
| 1Y | +10.0% | -59.5% | +69.5% | +7.7% |
| All | +10.0% | -59.8% | +69.8% | +7.7% |
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