+217.0%
W vs IONS
-27.6%
+244.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.1% | +5.3% | -0.2% |
| 7D | +1.1% | -30.3% | +31.3% | +14.4% |
| 30D | +6.4% | -37.7% | +44.2% | +26.0% |
| 3M | +9.0% | -50.5% | +59.5% | +40.5% |
| 6M | +69.8% | -62.8% | +132.6% | +139.6% |
| YTD | +12.1% | -64.4% | +76.4% | +60.1% |
| 1Y | 0.0% | -59.5% | +59.5% | +35.0% |
| 3Y | +160.3% | -39.2% | +199.5% | +176.0% |
| 5Y | -53.3% | -15.3% | -38.0% | -57.4% |
| 10Y | +217.0% | -31.2% | +248.1% | +225.5% |
| All | +217.0% | -27.6% | +244.6% | +225.5% |
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