+1,058.3%
KEYS vs IONS
+44.9%
+1,013.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +2.3% | -4.8% | +7.1% | +3.0% |
| 30D | -2.6% | +7.2% | -9.8% | -3.8% |
| 3M | -4.6% | -22.7% | +18.0% | -1.8% |
| 6M | +8.7% | -26.9% | +35.6% | +12.9% |
| YTD | +61.0% | -26.6% | +87.6% | +67.0% |
| 1Y | +96.0% | -2.1% | +98.1% | +93.7% |
| 3Y | +144.4% | +43.4% | +101.0% | +120.4% |
| 5Y | +80.5% | +47.0% | +33.5% | +59.1% |
| 10Y | +974.9% | +97.2% | +877.8% | +791.7% |
| All | +1,058.3% | +44.9% | +1,013.3% | +845.7% |
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