+449.6%
P vs IONS
-5.7%
+455.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -3.4% | -13.0% | -15.7% |
| 7D | -31.9% | -12.6% | -19.3% | -29.8% |
| 30D | -36.5% | -11.8% | -24.7% | -34.7% |
| 3M | +11.6% | -28.4% | +40.0% | +19.1% |
| 6M | +25.2% | -48.4% | +73.6% | +41.1% |
| YTD | +39.4% | -51.0% | +90.4% | +58.3% |
| 1Y | -3.7% | -48.0% | +44.4% | +7.7% |
| 3Y | +167.3% | -17.8% | +185.1% | +157.9% |
| 5Y | +237.3% | +15.2% | +222.2% | +192.1% |
| 10Y | +698.6% | +43.0% | +655.6% | +549.1% |
| All | +449.6% | -5.7% | +455.4% | +430.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling