+9.5%
LVS vs IONS
-16.3%
+25.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.1% | +10.7% | +2.8% |
| 7D | +6.7% | -30.3% | +36.9% | +11.7% |
| 30D | +13.8% | -37.7% | +51.5% | +21.0% |
| 3M | -9.5% | -50.5% | +41.0% | -0.6% |
| 6M | -22.0% | -62.8% | +40.7% | -11.6% |
| YTD | -35.7% | -64.4% | +28.7% | -26.7% |
| 1Y | -36.7% | -59.5% | +22.8% | -29.5% |
| 3Y | -8.8% | -39.2% | +30.3% | -9.5% |
| 5Y | +9.5% | -15.3% | +24.9% | -7.3% |
| All | +9.5% | -16.3% | +25.9% | -7.3% |
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