+41.6%
AA vs IONS
-32.1%
+73.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.4% | -8.2% | -3.1% |
| 7D | +0.5% | -26.3% | +26.8% | +5.9% |
| 30D | -0.6% | -31.9% | +31.4% | +6.5% |
| 3M | -19.7% | -48.0% | +28.3% | -9.1% |
| 6M | -41.6% | -62.6% | +21.0% | -30.0% |
| YTD | -24.6% | -63.3% | +38.6% | -9.5% |
| 1Y | +4.9% | -58.4% | +63.3% | +22.5% |
| 3Y | +66.8% | -38.2% | +105.1% | +70.5% |
| 5Y | -19.4% | -11.1% | -8.3% | -27.9% |
| All | +41.6% | -32.1% | +73.7% | +32.9% |
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