+208.9%
W vs IONS
-36.2%
+245.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.6% | +1.0% | -1.2% |
| 7D | -1.7% | -29.6% | +27.9% | +10.9% |
| 30D | +3.2% | -35.6% | +38.8% | +20.8% |
| 3M | +8.3% | -51.7% | +60.0% | +41.3% |
| 6M | +84.3% | -64.0% | +148.3% | +164.0% |
| YTD | +11.0% | -65.5% | +76.5% | +61.0% |
| 1Y | -0.2% | -62.4% | +62.2% | +39.3% |
| 3Y | +157.9% | -41.1% | +199.0% | +176.8% |
| 5Y | -56.8% | -16.5% | -40.3% | -60.4% |
| All | +208.9% | -36.2% | +245.1% | +221.7% |
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