-70.4%
LYFT vs IONS
+50.3%
-120.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +2.8% |
| 7D | -8.4% | -6.7% | -1.7% | -6.4% |
| 30D | -7.6% | -4.1% | -3.5% | -6.5% |
| 3M | +11.7% | -26.6% | +38.3% | +19.9% |
| 6M | +15.1% | -27.5% | +42.6% | +23.8% |
| YTD | -20.9% | -31.5% | +10.6% | -13.2% |
| 1Y | -16.4% | -15.3% | -1.0% | -15.4% |
| 3Y | +35.2% | +31.3% | +3.9% | +5.9% |
| All | -70.4% | +50.3% | -120.7% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling