+549.4%
LYV vs IONS
+87.6%
+461.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.5% |
| 7D | -1.9% | -6.7% | +4.7% | -0.7% |
| 30D | -8.2% | -4.1% | -4.1% | -7.6% |
| 3M | -1.3% | -26.6% | +25.3% | +3.3% |
| 6M | +2.6% | -27.5% | +30.1% | +7.5% |
| YTD | +19.4% | -31.5% | +50.9% | +26.0% |
| 1Y | -2.2% | -15.3% | +13.1% | -1.2% |
| 3Y | +106.0% | +31.3% | +74.8% | +82.5% |
| 5Y | +97.7% | +50.2% | +47.5% | +65.4% |
| All | +549.4% | +87.6% | +461.8% | +435.6% |
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