-80.4%
LYFT vs IONS
-32.3%
-48.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +2.9% |
| 7D | -8.4% | -6.7% | -1.7% | -6.2% |
| 30D | -7.6% | -4.1% | -3.5% | -6.4% |
| 3M | +11.7% | -26.6% | +38.3% | +21.0% |
| 6M | +15.1% | -27.5% | +42.6% | +25.0% |
| YTD | -20.9% | -31.5% | +10.6% | -12.4% |
| 1Y | -16.4% | -15.3% | -1.0% | -15.0% |
| 3Y | +35.2% | +31.3% | +3.9% | +6.1% |
| 5Y | -69.4% | +50.2% | -119.6% | -78.1% |
| All | -80.4% | -32.3% | -48.1% | -85.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling