-68.9%
S vs IONS
+17.1%
-86.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.1% |
| 7D | -13.4% | -9.4% | -4.0% | -10.6% |
| 30D | -14.0% | -10.7% | -3.3% | -10.7% |
| 3M | +4.9% | -27.7% | +32.5% | +14.8% |
| 6M | +42.0% | -48.7% | +90.7% | +69.9% |
| YTD | +45.1% | -50.2% | +95.3% | +74.2% |
| 1Y | +33.1% | -46.8% | +79.9% | +55.1% |
| 3Y | +40.6% | -14.8% | +55.5% | +23.0% |
| All | -68.9% | +17.1% | -86.0% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling