+40.8%
TSLA vs IONS
+46.3%
-5.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.9% | -5.9% |
| 7D | +1.5% | -4.8% | +6.4% | +2.0% |
| 30D | +10.1% | +7.2% | +2.9% | +9.1% |
| 3M | -15.4% | -22.7% | +7.3% | -13.9% |
| 6M | -12.8% | -26.9% | +14.1% | -10.6% |
| YTD | -21.3% | -26.6% | +5.3% | -19.5% |
| 1Y | +4.6% | -2.1% | +6.7% | +2.5% |
| All | +40.8% | +46.3% | -5.5% | +25.7% |
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