+90.9%
LYV vs IONS
+50.3%
+40.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.4% |
| 7D | -1.9% | -6.7% | +4.7% | -1.0% |
| 30D | -8.2% | -4.1% | -4.1% | -7.7% |
| 3M | -1.3% | -26.6% | +25.3% | +2.2% |
| 6M | +2.6% | -27.5% | +30.1% | +6.3% |
| YTD | +19.4% | -31.5% | +50.9% | +24.5% |
| 1Y | -2.2% | -15.3% | +13.1% | -1.6% |
| 3Y | +106.0% | +31.3% | +74.8% | +82.8% |
| All | +90.9% | +50.3% | +40.7% | +54.7% |
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 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