-2.4%
M vs IONS
-14.9%
+12.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -3.3% | -29.4% | +26.1% | +3.3% |
| 30D | +8.1% | -35.1% | +43.2% | +17.7% |
| 3M | +2.2% | -48.9% | +51.1% | +17.6% |
| 6M | +35.1% | -62.4% | +97.5% | +65.7% |
| YTD | +15.8% | -64.2% | +80.0% | +43.4% |
| 1Y | +25.8% | -60.9% | +86.7% | +52.0% |
| 3Y | +156.2% | -38.9% | +195.1% | +160.0% |
| 5Y | -2.4% | -15.6% | +13.2% | -19.4% |
| All | -2.4% | -14.9% | +12.6% | -19.4% |
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