+13.6%
KNX vs IONS
-11.8%
+25.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.4% | -3.1% | +2.6% |
| 7D | +9.2% | -26.3% | +35.5% | +12.2% |
| 30D | +0.9% | -31.9% | +32.9% | +4.6% |
| 3M | -12.7% | -48.0% | +35.3% | -6.8% |
| 6M | +7.3% | -62.6% | +69.9% | +18.4% |
| YTD | +23.1% | -63.3% | +86.4% | +36.0% |
| 1Y | +47.1% | -58.4% | +105.4% | +59.6% |
| 3Y | +33.3% | -38.2% | +71.5% | +31.4% |
| All | +13.6% | -11.8% | +25.4% | +7.3% |
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 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