+452.1%
KLAC vs IONS
+52.5%
+399.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.0% |
| 7D | +6.2% | -8.7% | +14.8% | +8.0% |
| 30D | -5.0% | -1.6% | -3.4% | -4.9% |
| 3M | -14.4% | -24.9% | +10.5% | -11.1% |
| 6M | +28.3% | -25.7% | +54.0% | +33.3% |
| YTD | +51.1% | -29.2% | +80.3% | +58.7% |
| 1Y | +100.4% | -13.0% | +113.4% | +100.3% |
| 3Y | +276.3% | +35.9% | +240.4% | +216.3% |
| 5Y | +452.1% | +54.5% | +397.6% | +326.2% |
| All | +452.1% | +52.5% | +399.5% | +326.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling