+98.7%
LEN vs IONS
+92.6%
+6.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.9% | -3.4% |
| 7D | -7.8% | -4.3% | -3.5% | -7.0% |
| 30D | -11.0% | +0.4% | -11.4% | -11.2% |
| 3M | -12.8% | -24.1% | +11.3% | -9.5% |
| 6M | -20.2% | -26.4% | +6.2% | -16.8% |
| YTD | -23.0% | -29.7% | +6.6% | -19.3% |
| 1Y | -41.8% | -13.0% | -28.8% | -41.3% |
| 3Y | -28.8% | +35.0% | -63.8% | -36.1% |
| 5Y | -12.6% | +54.2% | -66.8% | -25.2% |
| All | +98.7% | +92.6% | +6.1% | +72.0% |
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