-53.0%
REPL vs IONS
+47.7%
-100.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -3.0% | -4.8% | +1.9% | -0.3% |
| 30D | +27.1% | +7.2% | +19.9% | +22.3% |
| 3M | +52.4% | -22.7% | +75.1% | +70.3% |
| 6M | +107.4% | -26.9% | +134.3% | +140.8% |
| YTD | +54.7% | -26.6% | +81.3% | +79.4% |
| 1Y | +158.9% | -2.1% | +161.0% | +152.9% |
| 3Y | -23.7% | +43.4% | -67.2% | -44.6% |
| All | -53.0% | +47.7% | -100.7% | -69.2% |
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