+46.0%
ON vs IONS
-8.4%
+54.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | -1.9% | -8.7% | +6.8% | -1.2% |
| 30D | -11.0% | -1.6% | -9.4% | -11.0% |
| 3M | -39.3% | -24.9% | -14.4% | -40.9% |
| 6M | +19.8% | -25.7% | +45.5% | +16.9% |
| YTD | +31.1% | -29.2% | +60.3% | +29.1% |
| 1Y | +46.0% | -13.0% | +59.0% | +31.5% |
| All | +46.0% | -8.4% | +54.4% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling