+163.8%
ON vs IONS
+216.9%
-53.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | -11.7% | -9.4% | -2.2% | -9.5% |
| 30D | -23.3% | -10.7% | -12.5% | -21.2% |
| 3M | -19.2% | -27.7% | +8.5% | -13.1% |
| 6M | -40.1% | -48.7% | +8.6% | -31.5% |
| YTD | +16.9% | -50.2% | +67.1% | +34.6% |
| 1Y | +29.7% | -46.8% | +76.5% | +46.8% |
| 3Y | -4.4% | -14.8% | +10.4% | -6.6% |
| 5Y | +7.1% | +17.0% | -9.9% | -5.3% |
| 10Y | +447.2% | +45.3% | +401.9% | +331.7% |
| All | +163.8% | +216.9% | -53.2% | -10.6% |
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