+284.4%
ZBH vs IONS
+373.0%
-88.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.8% | -4.8% | +2.0% | -2.3% |
| 30D | -0.1% | +7.2% | -7.3% | -0.9% |
| 3M | +13.4% | -22.7% | +36.1% | +16.0% |
| 6M | +3.0% | -26.9% | +29.9% | +5.9% |
| YTD | +9.7% | -26.6% | +36.2% | +12.6% |
| 1Y | -5.4% | -2.1% | -3.3% | -6.2% |
| 3Y | -15.6% | +43.4% | -59.0% | -22.0% |
| 5Y | -28.1% | +47.0% | -75.1% | -34.9% |
| 10Y | -15.2% | +97.2% | -112.4% | -28.5% |
| All | +284.4% | +373.0% | -88.6% | +146.8% |
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