+346.9%
ORCL vs IONS
+96.6%
+250.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.1% | +3.1% |
| 7D | +5.3% | -4.8% | +10.1% | +5.8% |
| 30D | +10.0% | +7.2% | +2.8% | +9.0% |
| 3M | -32.6% | -22.7% | -9.9% | -31.1% |
| 6M | +4.9% | -26.9% | +31.8% | +7.8% |
| YTD | -17.8% | -26.6% | +8.8% | -15.7% |
| 1Y | -28.0% | -2.1% | -25.9% | -28.9% |
| 3Y | +36.0% | +43.4% | -7.4% | +23.8% |
| 5Y | +88.7% | +47.0% | +41.7% | +67.8% |
| All | +346.9% | +96.6% | +250.3% | +277.1% |
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 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