+15,468.4%
JPM vs IONS
+162.2%
+15,306.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.1% | +9.1% | +1.1% |
| 7D | +1.2% | -30.3% | +31.5% | +5.4% |
| 30D | +2.7% | -37.7% | +40.5% | +8.4% |
| 3M | -4.5% | -50.5% | +46.0% | +3.5% |
| 6M | +14.3% | -62.8% | +77.1% | +27.4% |
| YTD | +8.2% | -64.4% | +72.6% | +21.1% |
| 1Y | +10.0% | -59.5% | +69.5% | +21.1% |
| 3Y | +149.0% | -39.2% | +188.1% | +154.1% |
| 5Y | +131.0% | -15.3% | +146.4% | +121.4% |
| 10Y | +479.1% | -31.2% | +510.2% | +441.6% |
| All | +15,468.4% | +162.2% | +15,306.2% | +9,778.4% |
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