+12.4%
O vs IONS
-11.1%
+23.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -21.4% | +22.1% | +2.2% |
| 7D | +3.3% | -24.8% | +28.2% | +5.1% |
| 30D | +10.3% | -31.5% | +41.9% | +13.0% |
| 3M | -3.5% | -45.2% | +41.7% | +0.4% |
| 6M | -1.3% | -59.1% | +57.8% | +4.5% |
| YTD | +10.3% | -60.8% | +71.1% | +17.0% |
| 1Y | +10.4% | -57.9% | +68.3% | +16.4% |
| 3Y | +40.0% | -34.5% | +74.5% | +40.4% |
| 5Y | +12.4% | -8.8% | +21.2% | +6.5% |
| All | +12.4% | -11.1% | +23.5% | +6.5% |
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 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