+50.3%
O vs IONS
+88.4%
-38.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.1% |
| 7D | -0.6% | -5.3% | +4.7% | 0.0% |
| 30D | -2.0% | +0.3% | -2.2% | -2.0% |
| 3M | +3.0% | -22.9% | +25.9% | +5.1% |
| 6M | -3.6% | -23.4% | +19.8% | -1.7% |
| YTD | +12.1% | -28.3% | +40.4% | +15.0% |
| 1Y | +8.9% | -7.0% | +15.9% | +8.6% |
| 3Y | +30.3% | +37.6% | -7.3% | +21.9% |
| 5Y | +13.7% | +53.4% | -39.7% | +2.8% |
| 10Y | +50.3% | +83.9% | -33.7% | +40.1% |
| All | +50.3% | +88.4% | -38.1% | +40.1% |
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