-16.1%
VRSK vs IONS
-22.8%
+6.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.4% | -3.2% | -5.5% |
| 7D | -9.7% | -5.3% | -4.4% | -9.6% |
| 30D | -8.5% | +0.3% | -8.8% | -8.6% |
| 3M | -1.7% | -22.9% | +21.2% | +0.7% |
| All | -16.1% | -22.8% | +6.7% | -15.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling