+1,278.3%
KDP vs IONS
+236.3%
+1,042.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.8% |
| 7D | +2.2% | -9.4% | +11.6% | +3.0% |
| 30D | +19.9% | -10.7% | +30.7% | +21.0% |
| 3M | +21.5% | -27.7% | +49.1% | +24.5% |
| 6M | +30.1% | -48.7% | +78.8% | +36.6% |
| YTD | +34.9% | -50.2% | +85.1% | +41.9% |
| 1Y | +43.4% | -46.8% | +90.2% | +49.9% |
| 3Y | +29.1% | -14.8% | +43.9% | +27.7% |
| 5Y | +15.0% | +17.0% | -2.0% | +8.9% |
| 10Y | +234.1% | +45.3% | +188.8% | +197.4% |
| All | +1,278.3% | +236.3% | +1,042.0% | +678.4% |
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