+91.4%
ORCL vs IONS
+47.7%
+43.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.1% | +3.1% |
| 7D | +5.3% | -4.8% | +10.1% | +5.6% |
| 30D | +10.0% | +7.2% | +2.8% | +9.3% |
| 3M | -32.6% | -22.7% | -9.9% | -31.7% |
| 6M | +4.9% | -26.9% | +31.8% | +6.7% |
| YTD | -17.8% | -26.6% | +8.8% | -16.5% |
| 1Y | -28.0% | -2.1% | -25.9% | -28.9% |
| 3Y | +36.0% | +43.4% | -7.4% | +24.3% |
| All | +91.4% | +47.7% | +43.7% | +74.7% |
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