-0.8%
REPL vs IONS
+26.6%
-27.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -3.0% | -4.8% | +1.9% | -0.5% |
| 30D | +27.1% | +7.2% | +19.9% | +22.7% |
| 3M | +52.4% | -22.7% | +75.1% | +68.6% |
| 6M | +107.4% | -26.9% | +134.3% | +137.3% |
| YTD | +54.7% | -26.6% | +81.3% | +76.8% |
| 1Y | +158.9% | -2.1% | +161.0% | +154.9% |
| 3Y | -23.7% | +43.4% | -67.2% | -41.3% |
| 5Y | -54.3% | +47.0% | -101.3% | -66.3% |
| All | -0.8% | +26.6% | -27.4% | -27.4% |
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