+476.5%
V vs IONS
-36.2%
+512.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.2% |
| 7D | -0.4% | -29.6% | +29.3% | +4.5% |
| 30D | +6.3% | -35.6% | +41.9% | +13.0% |
| 3M | +17.2% | -51.7% | +68.8% | +29.9% |
| 6M | +29.2% | -64.0% | +93.2% | +48.7% |
| YTD | +20.8% | -65.5% | +86.3% | +39.7% |
| 1Y | +25.0% | -62.4% | +87.4% | +42.4% |
| 3Y | +75.3% | -41.1% | +116.4% | +78.5% |
| 5Y | +105.8% | -16.5% | +122.3% | +89.6% |
| All | +476.5% | -36.2% | +512.7% | +446.2% |
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