+953.7%
KEYS vs IONS
-27.5%
+981.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.4% | -8.6% | -3.1% |
| 7D | +9.4% | -26.3% | +35.7% | +13.7% |
| 30D | -16.8% | -31.9% | +15.2% | -12.4% |
| 3M | -15.9% | -48.0% | +32.1% | -7.9% |
| 6M | -17.6% | -62.6% | +45.0% | -5.9% |
| YTD | +46.5% | -63.3% | +109.8% | +67.7% |
| 1Y | +66.9% | -58.4% | +125.3% | +87.1% |
| 3Y | +141.4% | -38.2% | +179.6% | +146.8% |
| 5Y | +59.5% | -11.1% | +70.6% | +51.4% |
| 10Y | +761.1% | -31.7% | +792.8% | +719.1% |
| All | +953.7% | -27.5% | +981.2% | +849.3% |
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