+40.6%
S vs IONS
-16.4%
+57.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.5% |
| 7D | -13.4% | -9.4% | -4.0% | -12.5% |
| 30D | -14.0% | -10.7% | -3.3% | -13.0% |
| 3M | +4.9% | -27.7% | +32.5% | +7.7% |
| 6M | +42.0% | -48.7% | +90.7% | +50.1% |
| YTD | +45.1% | -50.2% | +95.3% | +53.6% |
| 1Y | +33.1% | -46.8% | +79.9% | +39.2% |
| 3Y | +40.6% | -14.8% | +55.5% | +28.4% |
| All | +40.6% | -16.4% | +57.0% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling