-56.5%
LUMN vs IONS
+87.6%
-144.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.3% |
| 7D | +2.5% | -6.7% | +9.2% | +3.7% |
| 30D | +10.3% | -4.1% | +14.4% | +11.0% |
| 3M | -18.3% | -26.6% | +8.3% | -15.0% |
| 6M | +4.4% | -27.5% | +31.9% | +8.8% |
| YTD | -10.7% | -31.5% | +20.8% | -6.0% |
| 1Y | +14.0% | -15.3% | +29.3% | +15.6% |
| 3Y | +406.6% | +31.3% | +375.3% | +361.9% |
| 5Y | -36.8% | +50.2% | -87.0% | -44.4% |
| All | -56.5% | +87.6% | -144.1% | -59.4% |
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