-16.1%
Z vs IONS
+17.3%
-33.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.9% |
| 7D | -4.6% | -9.4% | +4.9% | -2.1% |
| 30D | +8.3% | -10.7% | +19.1% | +11.5% |
| 3M | -11.6% | -27.7% | +16.1% | -4.4% |
| 6M | -33.6% | -48.7% | +15.1% | -22.9% |
| YTD | -56.7% | -50.2% | -6.5% | -49.6% |
| 1Y | -59.1% | -46.8% | -12.3% | -53.3% |
| 3Y | -20.4% | -14.8% | -5.5% | -25.1% |
| 5Y | -55.3% | +17.0% | -72.3% | -62.9% |
| All | -16.1% | +17.3% | -33.4% | -29.8% |
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 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