+6.6%
ON vs IONS
-36.9%
+43.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.4% | -10.0% | -4.7% |
| 7D | +12.2% | -26.3% | +38.5% | +17.2% |
| 30D | -3.1% | -31.9% | +28.8% | +3.0% |
| 3M | -12.9% | -48.0% | +35.1% | -2.4% |
| 6M | -38.6% | -62.6% | +24.0% | -27.7% |
| YTD | +31.2% | -63.3% | +94.5% | +55.0% |
| 1Y | +47.6% | -58.4% | +106.0% | +68.4% |
| 3Y | +6.6% | -38.2% | +44.8% | -5.1% |
| All | +6.6% | -36.9% | +43.5% | -5.1% |
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