+140.8%
LLY vs IONS
-36.9%
+177.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.1% | +0.4% |
| 7D | +6.7% | -26.3% | +33.0% | +10.8% |
| 30D | +19.6% | -31.9% | +51.5% | +25.7% |
| 3M | +19.7% | -48.0% | +67.7% | +31.4% |
| 6M | +42.7% | -62.6% | +105.3% | +64.2% |
| YTD | +35.1% | -63.3% | +98.4% | +55.9% |
| 1Y | +42.2% | -58.4% | +100.6% | +60.9% |
| 3Y | +140.8% | -38.2% | +179.0% | +142.5% |
| All | +140.8% | -36.9% | +177.7% | +142.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling