+16,141.6%
JPM vs IONS
+440.4%
+15,701.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +0.3% | -4.8% | +5.1% | +0.9% |
| 30D | -0.2% | +7.2% | -7.4% | -1.1% |
| 3M | +15.9% | -22.7% | +38.6% | +18.8% |
| 6M | +20.9% | -26.9% | +47.8% | +24.7% |
| YTD | +12.9% | -26.6% | +39.5% | +16.2% |
| 1Y | +20.3% | -2.1% | +22.4% | +19.3% |
| 3Y | +160.9% | +43.4% | +117.5% | +140.3% |
| 5Y | +154.8% | +47.0% | +107.8% | +129.1% |
| 10Y | +591.1% | +97.2% | +493.9% | +467.6% |
| All | +16,141.6% | +440.4% | +15,701.2% | +9,380.8% |
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