+81.9%
META vs IONS
+17.1%
+64.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.5% |
| 7D | -0.8% | -9.4% | +8.6% | +1.0% |
| 30D | -15.4% | -10.7% | -4.7% | -13.8% |
| 3M | +3.5% | -27.7% | +31.2% | +9.2% |
| 6M | -0.3% | -48.7% | +48.4% | +10.8% |
| YTD | -7.3% | -50.2% | +42.8% | +3.4% |
| 1Y | -1.1% | -46.8% | +45.7% | +8.5% |
| 3Y | +95.1% | -14.8% | +109.9% | +79.7% |
| All | +81.9% | +17.1% | +64.8% | +43.7% |
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