+198.3%
W vs IONS
-25.0%
+223.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.1% | +5.3% | -0.9% |
| 7D | +1.1% | -30.3% | +31.3% | +11.4% |
| 30D | +6.4% | -37.7% | +44.2% | +21.5% |
| 3M | +9.0% | -50.5% | +59.5% | +33.0% |
| 6M | +69.8% | -62.8% | +132.6% | +122.4% |
| YTD | +12.1% | -64.4% | +76.4% | +48.3% |
| 1Y | 0.0% | -59.5% | +59.5% | +26.8% |
| 3Y | +160.3% | -39.2% | +199.5% | +177.2% |
| 5Y | -53.3% | -15.3% | -38.0% | -54.9% |
| 10Y | +217.0% | -31.2% | +248.1% | +218.3% |
| All | +198.3% | -25.0% | +223.3% | +214.1% |
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