+67.9%
KORU vs IONS
+92.6%
-24.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.7% | -11.9% | -12.2% |
| 7D | +2.3% | -4.3% | +6.6% | +4.2% |
| 30D | +20.0% | +0.4% | +19.6% | +19.3% |
| 3M | -32.7% | -24.1% | -8.6% | -27.0% |
| 6M | +13.3% | -26.4% | +39.8% | +25.8% |
| YTD | +133.2% | -29.7% | +162.9% | +166.1% |
| 1Y | +357.3% | -13.0% | +370.3% | +375.3% |
| 3Y | +452.7% | +35.0% | +417.6% | +339.8% |
| 5Y | +47.2% | +54.2% | -7.0% | +7.2% |
| All | +67.9% | +92.6% | -24.8% | +49.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling