+587.8%
VRSK vs IONS
+295.9%
+291.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.5% |
| 7D | -5.4% | -8.7% | +3.3% | -4.6% |
| 30D | -1.8% | -1.6% | -0.1% | -1.7% |
| 3M | -2.2% | -24.9% | +22.7% | 0.0% |
| 6M | -14.9% | -25.7% | +10.8% | -13.0% |
| YTD | -20.0% | -29.2% | +9.2% | -18.0% |
| 1Y | -33.1% | -13.0% | -20.1% | -32.8% |
| 3Y | -25.6% | +35.9% | -61.6% | -30.1% |
| 5Y | -10.1% | +54.5% | -64.6% | -17.8% |
| 10Y | +128.4% | +93.1% | +35.3% | +99.8% |
| All | +587.8% | +295.9% | +291.9% | +382.3% |
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