+43.7%
RF vs IONS
+13.2%
+30.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.2% | -1.7% |
| 7D | -1.6% | -12.6% | +11.0% | +0.1% |
| 30D | +5.0% | -11.8% | +16.8% | +6.6% |
| 3M | -10.0% | -28.4% | +18.4% | -6.3% |
| 6M | +3.3% | -48.4% | +51.8% | +11.3% |
| YTD | +7.9% | -51.0% | +58.9% | +16.9% |
| 1Y | +21.2% | -48.0% | +69.3% | +30.1% |
| 3Y | +105.8% | -17.8% | +123.6% | +98.0% |
| 5Y | +43.7% | +15.2% | +28.6% | +30.4% |
| All | +43.7% | +13.2% | +30.6% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling