+966.6%
RF vs IONS
+440.4%
+526.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.3% | -4.8% | +6.2% | +1.9% |
| 30D | -3.6% | +7.2% | -10.8% | -4.5% |
| 3M | +8.1% | -22.7% | +30.8% | +10.6% |
| 6M | +11.5% | -26.9% | +38.4% | +14.7% |
| YTD | +15.6% | -26.6% | +42.1% | +18.7% |
| 1Y | +15.7% | -2.1% | +17.8% | +14.7% |
| 3Y | +86.9% | +43.4% | +43.5% | +73.4% |
| 5Y | +89.8% | +47.0% | +42.8% | +72.7% |
| 10Y | +344.7% | +97.2% | +247.5% | +277.2% |
| All | +966.6% | +440.4% | +526.2% | +578.7% |
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