+232.7%
AA vs IONS
+266.7%
-34.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.7% |
| 7D | +0.9% | -9.4% | +10.3% | +2.0% |
| 30D | -6.7% | -10.7% | +4.1% | -5.5% |
| 3M | -16.3% | -27.7% | +11.3% | -13.3% |
| 6M | -37.1% | -48.7% | +11.6% | -32.6% |
| YTD | -25.0% | -50.2% | +25.2% | -19.5% |
| 1Y | +8.6% | -46.8% | +55.4% | +15.7% |
| 3Y | +57.2% | -14.8% | +72.1% | +55.6% |
| 5Y | -13.0% | +17.0% | -30.0% | -18.2% |
| 10Y | +65.5% | +45.3% | +20.2% | +48.3% |
| All | +232.7% | +266.7% | -34.0% | +130.5% |
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