+77.0%
ZTS vs IONS
-27.6%
+104.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.1% | +9.2% | +1.5% |
| 7D | -0.6% | -30.3% | +29.6% | +4.0% |
| 30D | +11.0% | -37.7% | +48.7% | +18.0% |
| 3M | +10.9% | -50.5% | +61.4% | +21.8% |
| 6M | +0.9% | -62.8% | +63.7% | +14.7% |
| YTD | -33.0% | -64.4% | +31.4% | -23.4% |
| 1Y | -29.6% | -59.5% | +29.9% | -21.2% |
| 3Y | -49.0% | -39.2% | -9.8% | -48.2% |
| 5Y | -59.5% | -15.3% | -44.2% | -62.2% |
| 10Y | +77.0% | -31.2% | +108.2% | +70.8% |
| All | +77.0% | -27.6% | +104.7% | +70.8% |
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