+209.9%
ON vs IONS
+367.1%
-157.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +2.4% | -4.8% | +7.3% | +3.6% |
| 30D | -3.3% | +7.2% | -10.5% | -5.0% |
| 3M | -43.6% | -22.7% | -20.9% | -41.2% |
| 6M | +19.0% | -26.9% | +45.8% | +25.6% |
| YTD | +37.4% | -26.6% | +63.9% | +44.7% |
| 1Y | +54.8% | -2.1% | +56.9% | +51.9% |
| 3Y | -25.2% | +43.4% | -68.6% | -35.5% |
| 5Y | +62.7% | +47.0% | +15.7% | +36.2% |
| 10Y | +574.3% | +97.2% | +477.2% | +394.0% |
| All | +209.9% | +367.1% | -157.1% | -3.9% |
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 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