-24.8%
U vs IONS
-39.7%
+14.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -21.4% | +21.2% | +7.3% |
| 7D | +32.3% | -24.8% | +57.1% | +44.2% |
| 30D | +9.7% | -31.5% | +41.2% | +23.4% |
| 3M | +19.6% | -45.2% | +64.8% | +44.7% |
| 6M | +82.6% | -59.1% | +141.7% | +139.7% |
| YTD | +16.4% | -60.8% | +77.3% | +54.5% |
| 1Y | +28.5% | -57.9% | +86.3% | +64.4% |
| 3Y | +103.8% | -34.5% | +138.2% | +96.8% |
| 5Y | -70.0% | -8.8% | -61.2% | -76.0% |
| All | -24.8% | -39.7% | +14.9% | -35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling