+423.5%
LIN vs IONS
+15.4%
+408.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.3% |
| 7D | +3.6% | -12.6% | +16.2% | +5.2% |
| 30D | +6.4% | -11.8% | +18.2% | +7.9% |
| 3M | +6.5% | -28.4% | +34.9% | +10.5% |
| 6M | +4.9% | -48.4% | +53.3% | +12.6% |
| YTD | +23.4% | -51.0% | +74.4% | +33.0% |
| 1Y | +26.3% | -48.0% | +74.4% | +35.0% |
| 3Y | +38.0% | -17.8% | +55.8% | +35.1% |
| 5Y | +68.0% | +15.2% | +52.8% | +52.7% |
| All | +423.5% | +15.4% | +408.1% | +384.3% |
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