+707.9%
P vs IONS
-5.7%
+713.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -21.4% | +27.7% | +11.0% |
| 7D | -9.6% | -24.8% | +15.2% | -4.5% |
| 30D | -33.4% | -31.5% | -1.9% | -28.2% |
| 3M | +14.2% | -45.2% | +59.4% | +28.8% |
| 6M | +31.6% | -59.1% | +90.6% | +56.0% |
| YTD | +53.5% | -60.8% | +114.3% | +83.2% |
| 1Y | +14.2% | -57.9% | +72.0% | +33.5% |
| 3Y | +190.5% | -34.5% | +225.0% | +188.6% |
| 5Y | +256.3% | -8.8% | +265.2% | +211.0% |
| 10Y | +707.9% | -19.2% | +727.1% | +562.3% |
| All | +707.9% | -5.7% | +713.5% | +562.3% |
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