+484.0%
V vs IONS
-32.1%
+516.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.1% | +0.3% |
| 7D | +0.9% | -26.3% | +27.2% | +5.1% |
| 30D | +9.0% | -31.9% | +40.9% | +14.8% |
| 3M | +16.7% | -48.0% | +64.7% | +27.9% |
| 6M | +33.4% | -62.6% | +96.0% | +52.7% |
| YTD | +22.4% | -63.3% | +85.6% | +40.2% |
| 1Y | +27.7% | -58.4% | +86.1% | +43.2% |
| 3Y | +78.0% | -38.2% | +116.2% | +80.0% |
| 5Y | +108.5% | -11.1% | +119.6% | +90.2% |
| All | +484.0% | -32.1% | +516.1% | +448.0% |
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