-24.5%
ON vs IONS
+46.3%
-70.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +2.4% | -4.8% | +7.3% | +3.4% |
| 30D | -3.3% | +7.2% | -10.5% | -4.8% |
| 3M | -43.6% | -22.7% | -20.9% | -41.9% |
| 6M | +19.0% | -26.9% | +45.8% | +24.1% |
| YTD | +37.4% | -26.6% | +63.9% | +42.8% |
| 1Y | +54.8% | -2.1% | +56.9% | +49.7% |
| All | -24.5% | +46.3% | -70.8% | -36.1% |
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 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