+649.0%
P vs IONS
-36.2%
+685.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.6% | +7.0% | +4.2% |
| 7D | +17.8% | -29.6% | +47.4% | +25.7% |
| 30D | -29.9% | -35.6% | +5.7% | -23.5% |
| 3M | -1.2% | -51.7% | +50.5% | +14.3% |
| 6M | +32.1% | -64.0% | +96.1% | +60.5% |
| YTD | +64.3% | -65.5% | +129.8% | +100.8% |
| 1Y | +24.3% | -62.4% | +86.7% | +48.6% |
| 3Y | +203.2% | -41.1% | +244.3% | +207.5% |
| 5Y | +290.4% | -16.5% | +306.9% | +246.7% |
| All | +649.0% | -36.2% | +685.2% | +610.6% |
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