+156.4%
JPM vs IONS
+55.3%
+101.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +0.3% | -4.8% | +5.1% | +0.7% |
| 30D | -0.2% | +7.2% | -7.4% | -0.9% |
| 3M | +15.9% | -22.7% | +38.6% | +17.9% |
| 6M | +20.9% | -26.9% | +47.8% | +23.7% |
| YTD | +12.9% | -26.6% | +39.5% | +15.3% |
| 1Y | +20.3% | -2.1% | +22.4% | +19.3% |
| 3Y | +160.9% | +43.4% | +117.5% | +141.5% |
| All | +156.4% | +55.3% | +101.1% | +135.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling