+612.3%
LULU vs IONS
+459.1%
+153.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.1% | -3.1% |
| 7D | -16.9% | -8.7% | -8.3% | -15.4% |
| 30D | -22.0% | -1.6% | -20.4% | -21.8% |
| 3M | -17.8% | -24.9% | +7.1% | -14.1% |
| 6M | -41.3% | -25.7% | -15.6% | -38.5% |
| YTD | -52.0% | -29.2% | -22.8% | -49.4% |
| 1Y | -39.8% | -13.0% | -26.8% | -39.3% |
| 3Y | -74.8% | +35.9% | -110.8% | -77.9% |
| 5Y | -76.3% | +54.5% | -130.8% | -80.3% |
| 10Y | +53.9% | +93.1% | -39.2% | +9.9% |
| All | +612.3% | +459.1% | +153.2% | +110.3% |
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 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