-44.7%
S vs IONS
-22.0%
-22.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -21.4% | +29.4% | +14.0% |
| 7D | +1.6% | -24.8% | +26.4% | +8.7% |
| 30D | -10.5% | -31.5% | +21.1% | -1.4% |
| 3M | +9.9% | -45.2% | +55.1% | +28.1% |
| 6M | +41.8% | -59.1% | +100.8% | +76.8% |
| YTD | +56.8% | -60.8% | +117.6% | +97.2% |
| 1Y | +39.0% | -57.9% | +96.9% | +69.6% |
| 3Y | +53.8% | -34.5% | +88.3% | +45.6% |
| 5Y | -68.6% | -8.8% | -59.8% | -77.1% |
| All | -44.7% | -22.0% | -22.6% | -59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling