+171.0%
W vs IONS
-36.9%
+207.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | -1.4% |
| 7D | +0.2% | -26.3% | +26.4% | +7.8% |
| 30D | +6.8% | -31.9% | +38.8% | +18.1% |
| 3M | +10.7% | -48.0% | +58.7% | +32.4% |
| 6M | +86.3% | -62.6% | +148.9% | +141.6% |
| YTD | +11.5% | -63.3% | +74.7% | +44.6% |
| 1Y | +5.1% | -58.4% | +63.5% | +30.0% |
| 3Y | +171.0% | -38.2% | +209.2% | +143.6% |
| All | +171.0% | -36.9% | +207.9% | +143.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling