+1,117.5%
KDP vs IONS
+395.6%
+721.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +1.3% | -4.8% | +6.1% | +1.7% |
| 30D | +6.0% | +7.2% | -1.2% | +5.3% |
| 3M | +9.2% | -22.7% | +31.9% | +11.0% |
| 6M | +14.7% | -26.9% | +41.6% | +17.1% |
| YTD | +19.2% | -26.6% | +45.8% | +21.6% |
| 1Y | +15.2% | -2.1% | +17.3% | +14.6% |
| 3Y | +6.0% | +43.4% | -37.5% | +0.3% |
| 5Y | +5.4% | +47.0% | -41.6% | -1.9% |
| 10Y | +171.9% | +97.2% | +74.7% | +136.2% |
| All | +1,117.5% | +395.6% | +721.8% | +566.9% |
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