+294.5%
KEEL vs IONS
-19.9%
+314.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.6% | +6.4% | +5.1% |
| 7D | +2.9% | -6.7% | +9.6% | +6.3% |
| 30D | +0.8% | -4.1% | +5.0% | +2.4% |
| 3M | -35.3% | -26.6% | -8.8% | -28.3% |
| 6M | +59.4% | -27.5% | +86.9% | +77.6% |
| YTD | +51.9% | -31.5% | +83.4% | +74.1% |
| 1Y | +75.0% | -15.3% | +90.3% | +79.3% |
| 3Y | +224.5% | +31.3% | +193.3% | +135.5% |
| 5Y | -35.9% | +50.2% | -86.1% | -57.3% |
| All | +294.5% | -19.9% | +314.4% | +308.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling