+447.1%
META vs IONS
-36.2%
+483.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.2% |
| 7D | +3.1% | -29.6% | +32.7% | +8.9% |
| 30D | -18.2% | -35.6% | +17.3% | -12.2% |
| 3M | +7.8% | -51.7% | +59.5% | +21.8% |
| 6M | +3.6% | -64.0% | +67.6% | +22.2% |
| YTD | -5.3% | -65.5% | +60.2% | +12.5% |
| 1Y | +2.7% | -62.4% | +65.2% | +19.7% |
| 3Y | +91.5% | -41.1% | +132.6% | +92.9% |
| 5Y | +84.7% | -16.5% | +101.1% | +68.3% |
| All | +447.1% | -36.2% | +483.3% | +412.2% |
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 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