+642.3%
LYB vs IONS
+423.1%
+219.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | -3.1% | -8.7% | +5.6% | -1.8% |
| 30D | +4.0% | -1.6% | +5.6% | +4.1% |
| 3M | +2.4% | -24.9% | +27.3% | +5.7% |
| 6M | -1.4% | -25.7% | +24.2% | +1.6% |
| YTD | +53.9% | -29.2% | +83.1% | +59.6% |
| 1Y | +26.1% | -13.0% | +39.1% | +26.5% |
| 3Y | -21.0% | +35.9% | -57.0% | -28.3% |
| 5Y | -0.7% | +54.5% | -55.2% | -14.3% |
| 10Y | +49.3% | +93.1% | -43.9% | +19.0% |
| All | +642.3% | +423.1% | +219.2% | +261.9% |
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