+91.3%
KEYS vs IONS
-13.5%
+104.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.6% |
| 7D | +0.9% | -4.3% | +5.2% | +1.3% |
| 30D | -5.3% | +0.4% | -5.7% | -5.4% |
| 3M | +0.5% | -24.1% | +24.6% | -0.6% |
| 6M | +14.0% | -26.4% | +40.5% | +14.0% |
| YTD | +60.3% | -29.7% | +89.9% | +63.9% |
| 1Y | +91.3% | -13.0% | +104.4% | +88.1% |
| All | +91.3% | -13.5% | +104.8% | +88.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling