+800.2%
LNG vs IONS
-32.1%
+832.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.4% | -6.6% | -0.9% |
| 7D | +11.3% | -26.3% | +37.6% | +14.6% |
| 30D | +10.6% | -31.9% | +42.6% | +14.8% |
| 3M | +16.1% | -48.0% | +64.1% | +24.2% |
| 6M | +29.6% | -62.6% | +92.1% | +43.1% |
| YTD | +60.3% | -63.3% | +123.6% | +77.0% |
| 1Y | +46.1% | -58.4% | +104.5% | +58.6% |
| 3Y | +85.9% | -38.2% | +124.2% | +86.1% |
| 5Y | +210.8% | -11.1% | +221.9% | +185.6% |
| All | +800.2% | -32.1% | +832.3% | +761.3% |
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