-11.8%
LVS vs IONS
-36.2%
+24.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -1.6% |
| 7D | -3.9% | -29.6% | +25.7% | +1.8% |
| 30D | +7.1% | -35.6% | +42.6% | +15.2% |
| 3M | -13.2% | -51.7% | +38.5% | -1.7% |
| 6M | -22.8% | -64.0% | +41.2% | -8.7% |
| YTD | -38.0% | -65.5% | +27.5% | -26.3% |
| 1Y | -39.5% | -62.4% | +23.0% | -29.3% |
| 3Y | -12.2% | -41.1% | +28.9% | -10.3% |
| 5Y | +6.4% | -16.5% | +22.9% | -3.5% |
| All | -11.8% | -36.2% | +24.4% | -15.7% |
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