+1,497.9%
META vs IONS
+321.3%
+1,176.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.6% | -3.5% |
| 7D | -3.1% | -12.6% | +9.5% | -1.3% |
| 30D | -18.1% | -11.8% | -6.3% | -16.8% |
| 3M | +2.9% | -28.4% | +31.3% | +7.3% |
| 6M | +0.2% | -48.4% | +48.6% | +8.5% |
| YTD | -8.1% | -51.0% | +42.9% | +0.1% |
| 1Y | -4.5% | -48.0% | +43.5% | +3.0% |
| 3Y | +94.2% | -17.8% | +112.0% | +89.8% |
| 5Y | +79.1% | +15.2% | +63.9% | +65.0% |
| 10Y | +405.9% | +43.0% | +362.9% | +344.4% |
| All | +1,497.9% | +321.3% | +1,176.6% | +1,250.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling