+7.8%
ON vs IONS
+17.1%
-9.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | -11.7% | -9.4% | -2.2% | -9.3% |
| 30D | -23.3% | -10.7% | -12.5% | -21.0% |
| 3M | -19.2% | -27.7% | +8.5% | -12.5% |
| 6M | -40.1% | -48.7% | +8.6% | -30.7% |
| YTD | +16.9% | -50.2% | +67.1% | +36.2% |
| 1Y | +29.7% | -46.8% | +76.5% | +47.9% |
| 3Y | -4.4% | -14.8% | +10.4% | -12.0% |
| All | +7.8% | +17.1% | -9.3% | -15.9% |
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