+231.7%
RF vs IONS
-29.6%
+261.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -1.3% | -29.4% | +28.1% | +4.0% |
| 30D | +4.6% | -35.1% | +39.8% | +11.8% |
| 3M | -8.4% | -48.9% | +40.4% | +1.7% |
| 6M | +8.9% | -62.4% | +71.3% | +26.1% |
| YTD | +8.8% | -64.2% | +73.0% | +26.9% |
| 1Y | +18.9% | -60.9% | +79.8% | +36.3% |
| 3Y | +116.0% | -38.9% | +154.9% | +118.7% |
| 5Y | +46.0% | -15.6% | +61.6% | +33.7% |
| 10Y | +231.7% | -33.5% | +265.2% | +203.0% |
| All | +231.7% | -29.6% | +261.3% | +203.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling