+1,351.6%
LSCC vs IONS
-32.1%
+1,383.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +6.4% | -11.9% | -7.1% |
| 7D | +7.0% | -26.3% | +33.3% | +13.9% |
| 30D | -2.3% | -31.9% | +29.6% | +6.2% |
| 3M | -12.5% | -48.0% | +35.5% | +1.8% |
| 6M | -10.6% | -62.6% | +52.0% | +11.3% |
| YTD | +52.7% | -63.3% | +116.0% | +90.8% |
| 1Y | +74.0% | -58.4% | +132.4% | +109.8% |
| 3Y | +104.8% | -38.2% | +143.0% | +110.1% |
| 5Y | +36.2% | -11.1% | +47.4% | +23.0% |
| All | +1,351.6% | -32.1% | +1,383.7% | +1,298.8% |
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