-9.2%
VRSK vs IONS
-44.5%
+35.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | +4.2% | -10.6% | +14.8% | +4.2% |
| 30D | +21.2% | -7.7% | +28.9% | +21.1% |
| 3M | +2.9% | -27.1% | +30.0% | +2.7% |
| 6M | +11.3% | -46.8% | +58.1% | +12.7% |
| YTD | -10.8% | -49.2% | +38.4% | -10.7% |
| 1Y | -9.2% | -44.9% | +35.7% | -8.9% |
| All | -9.2% | -44.5% | +35.4% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling