+5,387.7%
O vs IONS
+1,122.9%
+4,264.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.7% | -4.8% | +4.1% | -0.3% |
| 30D | -1.9% | +7.2% | -9.1% | -2.5% |
| 3M | +3.8% | -22.7% | +26.5% | +5.6% |
| 6M | -4.7% | -26.9% | +22.1% | -2.7% |
| YTD | +12.5% | -26.6% | +39.0% | +14.7% |
| 1Y | +10.8% | -2.1% | +13.0% | +10.2% |
| 3Y | +28.8% | +43.4% | -14.7% | +21.9% |
| 5Y | +13.2% | +47.0% | -33.8% | +5.5% |
| 10Y | +53.5% | +97.2% | -43.7% | +34.9% |
| All | +5,387.7% | +1,122.9% | +4,264.8% | +3,590.2% |
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