-24.7%
U vs IONS
-23.3%
-1.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +4.9% |
| 7D | +36.6% | -9.4% | +46.0% | +41.1% |
| 30D | +13.3% | -10.7% | +24.0% | +17.5% |
| 3M | +26.2% | -27.7% | +53.8% | +40.1% |
| 6M | +88.7% | -48.7% | +137.5% | +132.0% |
| YTD | +16.6% | -50.2% | +66.7% | +43.9% |
| 1Y | +29.0% | -46.8% | +75.8% | +54.1% |
| 3Y | +99.5% | -14.8% | +114.3% | +77.2% |
| 5Y | -66.1% | +17.0% | -83.1% | -74.9% |
| All | -24.7% | -23.3% | -1.4% | -39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling