+163.6%
W vs IONS
+54.5%
+109.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | -4.2% | -4.8% | +0.7% | -2.7% |
| 30D | -7.6% | +7.2% | -14.8% | -9.7% |
| 3M | +37.2% | -22.7% | +59.8% | +45.8% |
| 6M | +26.3% | -26.9% | +53.2% | +36.7% |
| YTD | -1.0% | -26.6% | +25.6% | +6.6% |
| 1Y | +20.1% | -2.1% | +22.2% | +17.4% |
| 3Y | +37.8% | +43.4% | -5.6% | +13.2% |
| 5Y | -63.7% | +47.0% | -110.6% | -70.3% |
| 10Y | +156.3% | +97.2% | +59.1% | +99.9% |
| All | +163.6% | +54.5% | +109.1% | +125.8% |
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