+52.3%
LVS vs IONS
+861.8%
-809.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.5% | -4.8% | +3.4% | -0.4% |
| 30D | -3.2% | +7.2% | -10.4% | -4.9% |
| 3M | -12.0% | -22.7% | +10.7% | -8.1% |
| 6M | -19.9% | -26.9% | +7.0% | -15.4% |
| YTD | -30.6% | -26.6% | -4.1% | -27.0% |
| 1Y | -17.7% | -2.1% | -15.6% | -19.3% |
| 3Y | -14.2% | +43.4% | -57.6% | -26.8% |
| 5Y | +9.6% | +47.0% | -37.4% | -10.3% |
| 10Y | +5.7% | +97.2% | -91.5% | -28.1% |
| All | +52.3% | +861.8% | -809.5% | -57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling