-29.5%
ZBH vs IONS
+52.5%
-82.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -4.9% | -8.7% | +3.7% | -4.3% |
| 30D | -3.2% | -1.6% | -1.6% | -3.1% |
| 3M | +5.8% | -24.9% | +30.7% | +7.5% |
| 6M | +2.0% | -25.7% | +27.6% | +3.6% |
| YTD | +5.8% | -29.2% | +35.0% | +7.8% |
| 1Y | -7.9% | -13.0% | +5.1% | -7.8% |
| 3Y | -19.4% | +35.9% | -55.3% | -24.3% |
| 5Y | -29.5% | +54.5% | -84.0% | -37.0% |
| All | -29.5% | +52.5% | -82.0% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling