+2,043.2%
LLY vs IONS
+17.3%
+2,025.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.0% |
| 7D | -4.5% | -9.4% | +4.9% | -3.1% |
| 30D | +13.9% | -10.7% | +24.6% | +15.7% |
| 3M | +13.8% | -27.7% | +41.4% | +19.0% |
| 6M | +37.6% | -48.7% | +86.3% | +50.4% |
| YTD | +26.6% | -50.2% | +76.8% | +38.9% |
| 1Y | +45.3% | -46.8% | +92.1% | +57.8% |
| 3Y | +132.2% | -14.8% | +147.1% | +129.6% |
| 5Y | +434.7% | +17.0% | +417.7% | +393.0% |
| All | +2,043.2% | +17.3% | +2,025.9% | +1,759.7% |
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