+39.1%
O vs IONS
-36.9%
+76.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.2% | -1.0% |
| 7D | -0.4% | -26.3% | +25.9% | +0.7% |
| 30D | +7.1% | -31.9% | +39.1% | +8.6% |
| 3M | -5.2% | -48.0% | +42.8% | -2.8% |
| 6M | -1.8% | -62.6% | +60.8% | +2.0% |
| YTD | +9.1% | -63.3% | +72.3% | +13.3% |
| 1Y | +9.7% | -58.4% | +68.1% | +13.2% |
| 3Y | +39.1% | -38.2% | +77.4% | +38.9% |
| All | +39.1% | -36.9% | +76.0% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling