+22.2%
LQD vs IONS
+92.6%
-70.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -1.1% | -4.3% | +3.2% | -1.0% |
| 30D | -1.1% | +0.4% | -1.5% | -1.1% |
| 3M | -2.3% | -24.1% | +21.8% | -1.9% |
| 6M | -2.9% | -26.4% | +23.6% | -2.4% |
| YTD | -2.3% | -29.7% | +27.3% | -1.7% |
| 1Y | -2.2% | -13.0% | +10.9% | -2.1% |
| 3Y | +14.0% | +35.0% | -21.0% | +12.4% |
| 5Y | -5.8% | +54.2% | -60.0% | -7.5% |
| All | +22.2% | +92.6% | -70.4% | +21.8% |
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