-32.8%
AAL vs IONS
+47.7%
-80.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -3.7% | -4.8% | +1.1% | -2.5% |
| 30D | -20.8% | +7.2% | -28.0% | -22.4% |
| 3M | -1.3% | -22.7% | +21.4% | +3.4% |
| 6M | +5.4% | -26.9% | +32.3% | +12.2% |
| YTD | -14.4% | -26.6% | +12.2% | -9.1% |
| 1Y | +2.1% | -2.1% | +4.2% | -0.5% |
| 3Y | -10.6% | +43.4% | -54.0% | -27.4% |
| All | -32.8% | +47.7% | -80.5% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling