-27.6%
AAL vs IONS
+645.2%
-672.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.5% |
| 7D | +4.6% | -9.4% | +14.0% | +7.5% |
| 30D | +2.6% | -10.7% | +13.3% | +5.8% |
| 3M | -17.8% | -27.7% | +9.9% | -10.3% |
| 6M | +1.9% | -48.7% | +50.6% | +20.5% |
| YTD | -14.0% | -50.2% | +36.1% | +2.4% |
| 1Y | +0.2% | -46.8% | +47.0% | +16.9% |
| 3Y | +13.0% | -14.8% | +27.9% | +9.1% |
| 5Y | -39.6% | +17.0% | -56.6% | -48.5% |
| 10Y | -65.7% | +45.3% | -111.0% | -76.9% |
| All | -27.6% | +645.2% | -672.7% | -83.4% |
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