+39.2%
LVS vs IONS
+369.0%
-329.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | -1.3% | -29.4% | +28.2% | +5.9% |
| 30D | +12.2% | -35.1% | +47.3% | +22.4% |
| 3M | -11.3% | -48.9% | +37.6% | +1.8% |
| 6M | -21.6% | -62.4% | +40.8% | -5.0% |
| YTD | -36.6% | -64.2% | +27.6% | -22.6% |
| 1Y | -38.4% | -60.9% | +22.5% | -26.4% |
| 3Y | -10.2% | -38.9% | +28.7% | -7.5% |
| 5Y | +9.4% | -15.6% | +25.0% | +0.5% |
| 10Y | -11.3% | -33.5% | +22.1% | -21.9% |
| All | +39.2% | +369.0% | -329.8% | -54.4% |
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 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