+46.8%
REPL vs IONS
-32.4%
+79.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -21.4% | +24.3% | +13.1% |
| 7D | +14.2% | -24.8% | +39.0% | +28.2% |
| 30D | +65.9% | -31.5% | +97.4% | +94.9% |
| 3M | +84.6% | -45.2% | +129.8% | +140.6% |
| 6M | +446.9% | -59.1% | +506.0% | +702.1% |
| YTD | +129.0% | -60.8% | +189.8% | +245.5% |
| 1Y | +167.9% | -57.9% | +225.7% | +288.0% |
| 3Y | +93.9% | -34.5% | +128.4% | +113.9% |
| 5Y | -33.0% | -8.8% | -24.1% | -38.1% |
| All | +46.8% | -32.4% | +79.3% | +41.9% |
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