+39,620.4%
LOW vs IONS
+188.4%
+39,432.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -21.4% | +24.7% | +5.4% |
| 7D | +6.4% | -24.8% | +31.2% | +8.9% |
| 30D | +25.6% | -31.5% | +57.1% | +29.6% |
| 3M | +4.6% | -45.2% | +49.8% | +10.1% |
| 6M | +2.5% | -59.1% | +61.6% | +10.5% |
| YTD | -1.6% | -60.8% | +59.2% | +6.3% |
| 1Y | +1.7% | -57.9% | +59.6% | +9.2% |
| 3Y | +29.4% | -34.5% | +63.9% | +30.8% |
| 5Y | +9.6% | -8.8% | +18.4% | +5.9% |
| 10Y | +313.3% | -19.2% | +332.6% | +292.2% |
| All | +39,620.4% | +188.4% | +39,432.0% | +28,039.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling