+427.9%
LIN vs IONS
-36.2%
+464.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.3% |
| 7D | +0.2% | -29.6% | +29.9% | +4.1% |
| 30D | +6.2% | -35.6% | +41.7% | +11.4% |
| 3M | +9.3% | -51.7% | +61.0% | +18.6% |
| 6M | +4.4% | -64.0% | +68.4% | +16.7% |
| YTD | +23.7% | -65.5% | +89.2% | +38.8% |
| 1Y | +23.5% | -62.4% | +85.9% | +36.8% |
| 3Y | +35.8% | -41.1% | +76.9% | +37.6% |
| 5Y | +65.9% | -16.5% | +82.3% | +55.0% |
| All | +427.9% | -36.2% | +464.1% | +410.3% |
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