+42.1%
RF vs IONS
+17.1%
+25.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -1.9% | -0.6% |
| 7D | -0.9% | -9.4% | +8.5% | +0.3% |
| 30D | +6.0% | -10.7% | +16.8% | +7.5% |
| 3M | -8.9% | -27.7% | +18.8% | -5.3% |
| 6M | +2.3% | -48.7% | +51.0% | +10.4% |
| YTD | +7.6% | -50.2% | +57.7% | +16.3% |
| 1Y | +21.2% | -46.8% | +68.0% | +29.5% |
| 3Y | +108.5% | -14.8% | +123.4% | +99.5% |
| All | +42.1% | +17.1% | +25.0% | +28.0% |
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 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