+901.5%
LITE vs IONS
+47.7%
+853.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | -1.5% | -4.8% | +3.3% | -0.6% |
| 30D | +6.7% | +7.2% | -0.5% | +5.2% |
| 3M | -6.8% | -22.7% | +15.9% | -4.3% |
| 6M | +29.4% | -26.9% | +56.3% | +34.4% |
| YTD | +139.1% | -26.6% | +165.7% | +148.4% |
| 1Y | +521.0% | -2.1% | +523.1% | +506.0% |
| 3Y | +1,535.3% | +43.4% | +1,491.9% | +1,292.2% |
| All | +901.5% | +47.7% | +853.8% | +695.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling