+917.8%
RF vs IONS
+273.5%
+644.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +2.3% | -10.6% | +12.8% | +3.6% |
| 30D | +7.2% | -7.7% | +14.9% | +8.1% |
| 3M | -8.2% | -27.1% | +18.9% | -5.0% |
| 6M | +7.0% | -46.8% | +53.8% | +14.1% |
| YTD | +10.3% | -49.2% | +59.5% | +18.1% |
| 1Y | +25.1% | -44.9% | +70.0% | +32.5% |
| 3Y | +110.3% | -14.9% | +125.2% | +107.4% |
| 5Y | +47.1% | +15.9% | +31.2% | +37.6% |
| 10Y | +297.9% | +48.0% | +249.9% | +249.4% |
| All | +917.8% | +273.5% | +644.3% | +574.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling