+13.0%
KEY vs IONS
-14.9%
+27.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -0.5% | -29.4% | +28.9% | +3.6% |
| 30D | +6.7% | -35.1% | +41.8% | +12.4% |
| 3M | -4.6% | -48.9% | +44.3% | +3.6% |
| 6M | +2.6% | -62.4% | +65.0% | +15.3% |
| YTD | +7.0% | -64.2% | +71.1% | +20.9% |
| 1Y | +23.5% | -60.9% | +84.4% | +37.5% |
| 3Y | +126.4% | -38.9% | +165.3% | +125.2% |
| 5Y | +13.0% | -15.6% | +28.6% | +6.8% |
| All | +13.0% | -14.9% | +27.9% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling