+975.1%
KEYS vs IONS
+92.6%
+882.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.5% |
| 7D | +0.9% | -4.3% | +5.2% | +1.7% |
| 30D | -5.3% | +0.4% | -5.7% | -5.5% |
| 3M | +0.5% | -24.1% | +24.6% | +4.3% |
| 6M | +14.0% | -26.4% | +40.5% | +18.9% |
| YTD | +60.3% | -29.7% | +89.9% | +68.6% |
| 1Y | +91.3% | -13.0% | +104.4% | +92.8% |
| 3Y | +146.1% | +35.0% | +111.1% | +118.9% |
| 5Y | +80.8% | +54.2% | +26.6% | +53.0% |
| All | +975.1% | +92.6% | +882.5% | +761.2% |
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