+107.5%
LUV vs IONS
-36.9%
+144.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.4% | -7.0% | -1.7% |
| 7D | +1.1% | -26.3% | +27.4% | +5.5% |
| 30D | +14.2% | -31.9% | +46.2% | +20.9% |
| 3M | +0.6% | -48.0% | +48.6% | +11.8% |
| 6M | +15.1% | -62.6% | +77.6% | +34.4% |
| YTD | +10.2% | -63.3% | +73.5% | +29.3% |
| 1Y | +38.4% | -58.4% | +96.8% | +58.7% |
| 3Y | +107.5% | -38.2% | +145.7% | +96.2% |
| All | +107.5% | -36.9% | +144.4% | +96.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling