-35.1%
REPL vs IONS
+17.1%
-52.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.6% | +6.4% | +7.1% |
| 7D | +22.8% | -9.4% | +32.2% | +29.1% |
| 30D | +63.8% | -10.7% | +74.5% | +74.1% |
| 3M | +68.1% | -27.7% | +95.8% | +98.8% |
| 6M | +528.5% | -48.7% | +577.2% | +775.4% |
| YTD | +122.4% | -50.2% | +172.6% | +217.1% |
| 1Y | +154.4% | -46.8% | +201.2% | +247.3% |
| 3Y | +68.0% | -14.8% | +82.8% | +61.8% |
| All | -35.1% | +17.1% | -52.2% | -50.9% |
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 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