+85.9%
ZTS vs IONS
-36.2%
+122.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +1.0% |
| 7D | +1.0% | -29.6% | +30.6% | +5.6% |
| 30D | +12.4% | -35.6% | +48.0% | +19.0% |
| 3M | +13.6% | -51.7% | +65.3% | +25.4% |
| 6M | +9.3% | -64.0% | +73.3% | +25.2% |
| YTD | -32.6% | -65.5% | +32.9% | -22.4% |
| 1Y | -30.0% | -62.4% | +32.4% | -20.6% |
| 3Y | -48.7% | -41.1% | -7.6% | -47.7% |
| 5Y | -59.3% | -16.5% | -42.8% | -62.1% |
| All | +85.9% | -36.2% | +122.0% | +76.6% |
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