+32.1%
REPL vs IONS
-15.4%
+47.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.1% | -1.6% |
| 7D | +15.1% | -12.6% | +27.7% | +22.5% |
| 30D | +51.1% | -11.8% | +62.9% | +60.5% |
| 3M | +69.2% | -28.4% | +97.6% | +97.8% |
| 6M | +597.6% | -48.4% | +646.0% | +836.5% |
| YTD | +106.0% | -51.0% | +156.9% | +184.9% |
| 1Y | +133.3% | -48.0% | +181.4% | +212.4% |
| 3Y | +41.0% | -17.8% | +58.8% | +42.1% |
| 5Y | -40.1% | +15.2% | -55.3% | -49.6% |
| All | +32.1% | -15.4% | +47.5% | +17.0% |
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