+976.9%
KEYS vs IONS
-31.9%
+1,008.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.1% |
| 7D | +16.7% | -29.6% | +46.4% | +22.3% |
| 30D | -17.8% | -35.6% | +17.7% | -12.7% |
| 3M | -14.2% | -51.7% | +37.5% | -4.9% |
| 6M | -15.9% | -64.0% | +48.1% | -3.4% |
| YTD | +49.7% | -65.5% | +115.2% | +73.1% |
| 1Y | +65.3% | -62.4% | +127.7% | +88.4% |
| 3Y | +144.9% | -41.1% | +185.9% | +152.2% |
| 5Y | +63.0% | -16.5% | +79.5% | +56.3% |
| 10Y | +780.0% | -35.8% | +815.9% | +745.6% |
| All | +976.9% | -31.9% | +1,008.8% | +879.9% |
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