+57.8%
T vs IONS
-11.8%
+69.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.4% | -0.3% |
| 7D | +2.5% | -26.3% | +28.8% | +3.7% |
| 30D | -3.8% | -31.9% | +28.2% | -2.3% |
| 3M | -8.7% | -48.0% | +39.2% | -6.2% |
| 6M | -8.1% | -62.6% | +54.4% | -4.1% |
| YTD | -6.4% | -63.3% | +56.8% | -2.3% |
| 1Y | -9.8% | -58.4% | +48.6% | -6.5% |
| 3Y | +65.5% | -38.2% | +103.7% | +65.4% |
| All | +57.8% | -11.8% | +69.7% | +50.8% |
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