-69.0%
S vs IONS
-11.8%
-57.1%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -2.2% |
| 7D | +2.0% | -26.3% | +28.3% | +9.6% |
| 30D | -2.7% | -31.9% | +29.2% | +7.4% |
| 3M | -6.9% | -48.0% | +41.1% | +10.7% |
| 6M | +38.1% | -62.6% | +100.6% | +78.5% |
| YTD | +48.0% | -63.3% | +111.3% | +91.2% |
| 1Y | +34.5% | -58.4% | +92.9% | +64.9% |
| 3Y | +38.3% | -38.2% | +76.5% | +31.3% |
| All | -69.0% | -11.8% | -57.1% | -78.8% |
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