+511.9%
LDOS vs IONS
+371.2%
+140.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -2.8% | -10.6% | +7.8% | -1.6% |
| 30D | +13.6% | -7.7% | +21.3% | +14.5% |
| 3M | +4.2% | -27.1% | +31.3% | +7.8% |
| 6M | -8.2% | -46.8% | +38.6% | -2.2% |
| YTD | -24.1% | -49.2% | +25.2% | -18.8% |
| 1Y | -31.2% | -44.9% | +13.7% | -27.2% |
| 3Y | +35.0% | -14.9% | +49.9% | +32.8% |
| 5Y | +52.6% | +15.9% | +36.7% | +41.9% |
| 10Y | +261.9% | +48.0% | +213.9% | +215.8% |
| All | +511.9% | +371.2% | +140.6% | +304.7% |
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