+88.3%
RF vs IONS
+43.7%
+44.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.3% | -4.8% | +6.2% | +1.8% |
| 30D | -3.6% | +7.2% | -10.8% | -4.4% |
| 3M | +8.1% | -22.7% | +30.8% | +9.9% |
| 6M | +11.5% | -26.9% | +38.4% | +14.1% |
| YTD | +15.6% | -26.6% | +42.1% | +18.1% |
| 1Y | +15.7% | -2.1% | +17.8% | +13.7% |
| All | +88.3% | +43.7% | +44.6% | +69.9% |
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