+9,404.3%
LEN vs IONS
+188.4%
+9,215.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -21.4% | +24.6% | +6.1% |
| 7D | +0.6% | -24.8% | +25.4% | +4.1% |
| 30D | +19.4% | -31.5% | +51.0% | +25.0% |
| 3M | +4.5% | -45.2% | +49.7% | +12.6% |
| 6M | +4.9% | -59.1% | +64.0% | +16.8% |
| YTD | -8.9% | -60.8% | +51.9% | +1.8% |
| 1Y | -23.0% | -57.9% | +34.9% | -14.8% |
| 3Y | -16.7% | -34.5% | +17.8% | -15.3% |
| 5Y | -4.5% | -8.8% | +4.4% | -8.6% |
| 10Y | +162.2% | -19.2% | +181.4% | +142.7% |
| All | +9,404.3% | +188.4% | +9,215.9% | +5,942.9% |
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 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