-68.4%
U vs IONS
+17.1%
-85.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +4.9% |
| 7D | +36.6% | -9.4% | +46.0% | +41.3% |
| 30D | +13.3% | -10.7% | +24.0% | +17.7% |
| 3M | +26.2% | -27.7% | +53.8% | +40.7% |
| 6M | +88.7% | -48.7% | +137.5% | +134.0% |
| YTD | +16.6% | -50.2% | +66.7% | +45.2% |
| 1Y | +29.0% | -46.8% | +75.8% | +55.0% |
| 3Y | +99.5% | -14.8% | +114.3% | +72.0% |
| All | -68.4% | +17.1% | -85.5% | -79.4% |
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