+33.1%
S vs IONS
-47.1%
+80.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.7% |
| 7D | -13.4% | -9.4% | -4.0% | -13.9% |
| 30D | -14.0% | -10.7% | -3.3% | -14.6% |
| 3M | +4.9% | -27.7% | +32.5% | +1.7% |
| 6M | +42.0% | -48.7% | +90.7% | +33.8% |
| YTD | +45.1% | -50.2% | +95.3% | +35.3% |
| 1Y | +33.1% | -46.8% | +79.9% | +22.2% |
| All | +33.1% | -47.1% | +80.2% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling