+132.4%
LEN vs IONS
-32.1%
+164.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.4% | -1.1% |
| 7D | -5.8% | -26.3% | +20.5% | -1.2% |
| 30D | +13.7% | -31.9% | +45.7% | +20.8% |
| 3M | -3.9% | -48.0% | +44.1% | +7.1% |
| 6M | -0.4% | -62.6% | +62.2% | +16.6% |
| YTD | -16.8% | -63.3% | +46.4% | -2.6% |
| 1Y | -29.5% | -58.4% | +28.9% | -19.4% |
| 3Y | -25.6% | -38.2% | +12.6% | -23.9% |
| 5Y | -13.2% | -11.1% | -2.1% | -19.7% |
| All | +132.4% | -32.1% | +164.5% | +123.8% |
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