+1,362.8%
KMB vs IONS
+266.7%
+1,096.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.9% |
| 7D | +0.5% | -9.4% | +9.9% | +0.8% |
| 30D | +12.4% | -10.7% | +23.1% | +12.8% |
| 3M | +1.0% | -27.7% | +28.6% | +2.2% |
| 6M | +12.1% | -48.7% | +60.9% | +14.7% |
| YTD | +11.6% | -50.2% | +61.8% | +14.3% |
| 1Y | +13.1% | -46.8% | +59.9% | +15.5% |
| 3Y | +1.6% | -14.8% | +16.4% | +1.2% |
| 5Y | -0.3% | +17.0% | -17.3% | -2.5% |
| 10Y | +37.9% | +45.3% | -7.4% | +31.3% |
| All | +1,362.8% | +266.7% | +1,096.1% | +1,070.4% |
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