+110,989.6%
KLAC vs IONS
+440.4%
+110,549.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.4% | +7.3% |
| 7D | +5.7% | -4.8% | +10.6% | +6.5% |
| 30D | -3.6% | +7.2% | -10.8% | -4.8% |
| 3M | -12.8% | -22.7% | +9.9% | -10.3% |
| 6M | +26.1% | -26.9% | +52.9% | +30.7% |
| YTD | +53.3% | -26.6% | +79.9% | +58.7% |
| 1Y | +113.7% | -2.1% | +115.8% | +111.3% |
| 3Y | +274.9% | +43.4% | +231.5% | +239.8% |
| 5Y | +470.1% | +47.0% | +423.2% | +407.1% |
| 10Y | +2,997.0% | +97.2% | +2,899.8% | +2,419.3% |
| All | +110,989.6% | +440.4% | +110,549.2% | +50,055.9% |
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