-35.4%
REPL vs IONS
-14.9%
-20.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.5% | -6.9% | -6.7% |
| 7D | +5.3% | -29.4% | +34.7% | +22.7% |
| 30D | +66.6% | -35.1% | +101.8% | +103.0% |
| 3M | +59.6% | -48.9% | +108.4% | +120.1% |
| 6M | +482.4% | -62.4% | +544.8% | +824.2% |
| YTD | +124.1% | -64.2% | +188.3% | +268.4% |
| 1Y | +138.6% | -60.9% | +199.5% | +271.4% |
| 3Y | +96.0% | -38.9% | +134.9% | +118.7% |
| 5Y | -35.4% | -15.6% | -19.8% | -45.1% |
| All | -35.4% | -14.9% | -20.5% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling