+1,527.5%
META vs IONS
+530.7%
+996.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +6.7% | -4.8% | +11.6% | +7.4% |
| 30D | +4.8% | +7.2% | -2.4% | +3.6% |
| 3M | -1.6% | -22.7% | +21.1% | +0.9% |
| 6M | -7.5% | -26.9% | +19.4% | -4.3% |
| YTD | -6.4% | -26.6% | +20.2% | -3.4% |
| 1Y | -17.3% | -2.1% | -15.2% | -18.5% |
| 3Y | +109.9% | +43.4% | +66.5% | +89.3% |
| 5Y | +65.4% | +47.0% | +18.4% | +46.9% |
| 10Y | +391.8% | +97.2% | +294.6% | +312.0% |
| All | +1,527.5% | +530.7% | +996.8% | +1,203.5% |
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