+109.3%
RF vs IONS
-17.7%
+127.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.2% | -1.8% |
| 7D | -1.6% | -12.6% | +11.0% | -0.3% |
| 30D | +5.0% | -11.8% | +16.8% | +6.2% |
| 3M | -10.0% | -28.4% | +18.4% | -7.2% |
| 6M | +3.3% | -48.4% | +51.8% | +9.1% |
| YTD | +7.9% | -51.0% | +58.9% | +14.5% |
| 1Y | +21.2% | -48.0% | +69.3% | +27.6% |
| All | +109.3% | -17.7% | +127.0% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling