-23.3%
ONON vs IONS
+54.6%
-77.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -5.3% | -4.3% | -1.1% | -4.4% |
| 30D | -13.1% | +0.4% | -13.5% | -13.4% |
| 3M | -29.3% | -24.1% | -5.2% | -26.1% |
| 6M | -34.5% | -26.4% | -8.1% | -31.1% |
| YTD | -42.2% | -29.7% | -12.6% | -38.7% |
| 1Y | -37.3% | -13.0% | -24.3% | -37.2% |
| 3Y | -9.3% | +35.0% | -44.3% | -25.5% |
| All | -23.3% | +54.6% | -77.9% | -42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling