-65.1%
AAL vs IONS
+84.6%
-149.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | -1.3% | -8.7% | +7.4% | +0.7% |
| 30D | -13.7% | -1.6% | -12.1% | -13.5% |
| 3M | -8.2% | -24.9% | +16.7% | -3.7% |
| 6M | +13.1% | -25.7% | +38.8% | +19.0% |
| YTD | -15.6% | -29.2% | +13.6% | -10.4% |
| 1Y | +1.4% | -13.0% | +14.4% | +2.5% |
| 3Y | -7.4% | +35.9% | -43.4% | -19.3% |
| 5Y | -35.9% | +54.5% | -90.4% | -46.9% |
| 10Y | -65.1% | +93.1% | -158.2% | -71.7% |
| All | -65.1% | +84.6% | -149.7% | -71.7% |
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