+319.3%
AA vs IONS
+440.4%
-121.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -0.7% | -4.8% | +4.2% | -0.1% |
| 30D | +5.0% | +7.2% | -2.2% | +4.1% |
| 3M | -35.8% | -22.7% | -13.1% | -34.3% |
| 6M | -18.4% | -26.9% | +8.5% | -16.0% |
| YTD | -5.5% | -26.6% | +21.1% | -2.8% |
| 1Y | +61.0% | -2.1% | +63.1% | +59.9% |
| 3Y | +66.2% | +43.4% | +22.8% | +54.7% |
| 5Y | +11.4% | +47.0% | -35.6% | +1.9% |
| 10Y | +116.9% | +97.2% | +19.7% | +87.4% |
| All | +319.3% | +440.4% | -121.1% | +178.3% |
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