+128.7%
KEY vs IONS
-36.9%
+165.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.8% | 0.0% |
| 7D | +2.9% | -26.3% | +29.2% | +5.7% |
| 30D | +8.4% | -31.9% | +40.4% | +12.3% |
| 3M | -5.8% | -48.0% | +42.2% | +0.6% |
| 6M | +5.4% | -62.6% | +68.0% | +16.0% |
| YTD | +7.1% | -63.3% | +70.3% | +17.9% |
| 1Y | +26.8% | -58.4% | +85.2% | +37.0% |
| 3Y | +128.7% | -38.2% | +166.9% | +116.2% |
| All | +128.7% | -36.9% | +165.6% | +116.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling