+144.6%
LLY vs IONS
-40.7%
+185.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.1% | +10.5% | +2.7% |
| 7D | +1.6% | -30.3% | +31.9% | +6.4% |
| 30D | +21.5% | -37.7% | +59.2% | +29.6% |
| 3M | +16.4% | -50.5% | +66.9% | +28.8% |
| 6M | +51.5% | -62.8% | +114.3% | +74.4% |
| YTD | +33.9% | -64.4% | +98.3% | +55.2% |
| 1Y | +49.1% | -59.5% | +108.6% | +69.4% |
| 3Y | +144.6% | -39.2% | +183.8% | +147.6% |
| All | +144.6% | -40.7% | +185.3% | +147.6% |
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