+9.6%
LOW vs IONS
-11.1%
+20.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -21.4% | +24.7% | +5.6% |
| 7D | +6.4% | -24.8% | +31.2% | +9.3% |
| 30D | +25.6% | -31.5% | +57.1% | +30.3% |
| 3M | +4.6% | -45.2% | +49.8% | +11.2% |
| 6M | +2.5% | -59.1% | +61.6% | +12.1% |
| YTD | -1.6% | -60.8% | +59.2% | +8.0% |
| 1Y | +1.7% | -57.9% | +59.6% | +10.6% |
| 3Y | +29.4% | -34.5% | +63.9% | +29.2% |
| 5Y | +9.6% | -8.8% | +18.4% | +3.3% |
| All | +9.6% | -11.1% | +20.8% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling