-14.0%
Z vs IONS
+15.4%
-29.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -3.4% | -7.3% | -9.8% |
| 7D | -2.3% | -12.6% | +10.3% | +1.2% |
| 30D | +9.4% | -11.8% | +21.2% | +12.9% |
| 3M | -16.1% | -28.4% | +12.3% | -9.0% |
| 6M | -30.4% | -48.4% | +18.0% | -19.3% |
| YTD | -55.6% | -51.0% | -4.6% | -48.1% |
| 1Y | -58.5% | -48.0% | -10.5% | -52.4% |
| 3Y | -19.6% | -17.8% | -1.9% | -23.6% |
| 5Y | -54.1% | +15.2% | -69.3% | -61.8% |
| All | -14.0% | +15.4% | -29.4% | -27.7% |
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