+312.2%
KEEL vs IONS
-16.2%
+328.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.4% | +9.9% | +8.7% |
| 7D | +21.5% | -5.3% | +26.8% | +24.3% |
| 30D | -3.9% | +0.3% | -4.1% | -4.5% |
| 3M | -34.1% | -22.9% | -11.2% | -28.6% |
| 6M | +82.8% | -23.4% | +106.2% | +98.3% |
| YTD | +58.7% | -28.3% | +87.0% | +78.0% |
| 1Y | +191.4% | -7.0% | +198.4% | +185.9% |
| 3Y | +205.7% | +37.6% | +168.1% | +116.8% |
| 5Y | -37.0% | +53.4% | -90.4% | -58.5% |
| All | +312.2% | -16.2% | +328.4% | +317.3% |
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