+35.2%
LYFT vs IONS
+31.9%
+3.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +2.4% |
| 7D | -8.4% | -6.7% | -1.7% | -7.3% |
| 30D | -7.6% | -4.1% | -3.5% | -7.0% |
| 3M | +11.7% | -26.6% | +38.3% | +16.1% |
| 6M | +15.1% | -27.5% | +42.6% | +19.8% |
| YTD | -20.9% | -31.5% | +10.6% | -16.7% |
| 1Y | -16.4% | -15.3% | -1.0% | -15.7% |
| 3Y | +35.2% | +31.3% | +3.9% | +17.2% |
| All | +35.2% | +31.9% | +3.4% | +17.2% |
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