-2.2%
LVS vs IONS
+93.9%
-96.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | -2.7% | -8.7% | +5.9% | -1.2% |
| 30D | -4.7% | -1.6% | -3.1% | -4.5% |
| 3M | -15.6% | -24.9% | +9.3% | -12.2% |
| 6M | -18.6% | -25.7% | +7.0% | -15.4% |
| YTD | -32.3% | -29.2% | -3.1% | -29.1% |
| 1Y | -18.0% | -13.0% | -5.0% | -17.6% |
| 3Y | -5.8% | +35.9% | -41.8% | -16.8% |
| 5Y | +5.7% | +54.5% | -48.8% | -12.0% |
| All | -2.2% | +93.9% | -96.1% | -16.4% |
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