-22.8%
LYB vs IONS
+31.9%
-54.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.6% | -0.8% |
| 7D | +0.3% | -6.7% | +6.9% | +0.6% |
| 30D | +2.5% | -4.1% | +6.6% | +2.6% |
| 3M | +1.4% | -26.6% | +27.9% | +3.1% |
| 6M | -3.5% | -27.5% | +24.0% | -2.0% |
| YTD | +52.0% | -31.5% | +83.5% | +55.2% |
| 1Y | +22.1% | -15.3% | +37.4% | +21.6% |
| 3Y | -22.8% | +31.3% | -54.1% | -29.0% |
| All | -22.8% | +31.9% | -54.6% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling