+1,321.8%
LITE vs IONS
+15.4%
+1,306.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.4% | -15.3% | -17.9% |
| 7D | -44.6% | -12.6% | -32.0% | -42.5% |
| 30D | -55.0% | -11.8% | -43.2% | -53.4% |
| 3M | -38.3% | -28.4% | -9.9% | -33.2% |
| 6M | -48.8% | -48.4% | -0.3% | -41.5% |
| YTD | +38.3% | -51.0% | +89.2% | +60.1% |
| 1Y | +119.0% | -48.0% | +167.0% | +150.0% |
| 3Y | +1,092.0% | -17.8% | +1,109.8% | +1,060.5% |
| 5Y | +446.1% | +15.2% | +430.9% | +365.8% |
| All | +1,321.8% | +15.4% | +1,306.3% | +1,123.4% |
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