+686.6%
P vs IONS
+17.3%
+669.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +3.2% |
| 7D | -23.8% | -9.4% | -14.4% | -21.9% |
| 30D | -36.6% | -10.7% | -25.9% | -34.9% |
| 3M | +10.9% | -27.7% | +38.5% | +18.7% |
| 6M | +30.0% | -48.7% | +78.7% | +47.9% |
| YTD | +44.4% | -50.2% | +94.6% | +64.8% |
| 1Y | +3.9% | -46.8% | +50.7% | +16.4% |
| 3Y | +176.6% | -14.8% | +191.4% | +162.0% |
| 5Y | +249.3% | +17.0% | +232.3% | +192.7% |
| All | +686.6% | +17.3% | +669.3% | +518.3% |
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