+232.1%
W vs IONS
+17.3%
+214.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -2.1% |
| 7D | -3.6% | -9.4% | +5.8% | +0.3% |
| 30D | +7.0% | -10.7% | +17.7% | +11.9% |
| 3M | +7.4% | -27.7% | +35.0% | +21.3% |
| 6M | +69.3% | -48.7% | +118.0% | +114.3% |
| YTD | +11.3% | -50.2% | +61.5% | +41.7% |
| 1Y | +13.2% | -46.8% | +60.0% | +39.6% |
| 3Y | +142.0% | -14.8% | +156.9% | +129.1% |
| 5Y | -54.6% | +17.0% | -71.6% | -62.8% |
| All | +232.1% | +17.3% | +214.8% | +179.6% |
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