-39.9%
LUMN vs IONS
+50.3%
-90.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.4% |
| 7D | +2.5% | -6.7% | +9.2% | +3.9% |
| 30D | +10.3% | -4.1% | +14.4% | +11.1% |
| 3M | -18.3% | -26.6% | +8.3% | -14.6% |
| 6M | +4.4% | -27.5% | +31.9% | +9.4% |
| YTD | -10.7% | -31.5% | +20.8% | -5.1% |
| 1Y | +14.0% | -15.3% | +29.3% | +15.7% |
| 3Y | +406.6% | +31.3% | +375.3% | +344.6% |
| All | -39.9% | +50.3% | -90.2% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling