+5,083.9%
LITE vs IONS
+4.2%
+5,079.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.9% |
| 6M | +29.4% | -26.9% | +56.3% | +34.8% |
| YTD | +139.1% | -26.6% | +165.7% | +149.1% |
| 1Y | +521.0% | -2.1% | +523.1% | +511.2% |
| 3Y | +1,535.3% | +43.4% | +1,491.9% | +1,341.6% |
| 5Y | +889.8% | +47.0% | +842.9% | +743.4% |
| 10Y | +2,400.7% | +97.2% | +2,303.5% | +1,980.2% |
| All | +5,083.9% | +4.2% | +5,079.6% | +4,304.9% |
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