-27.8%
AAL vs IONS
+998.1%
-1,025.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -3.7% | -4.8% | +1.1% | -2.4% |
| 30D | -20.8% | +7.2% | -28.0% | -22.6% |
| 3M | -1.3% | -22.7% | +21.4% | +4.2% |
| 6M | +5.4% | -26.9% | +32.3% | +13.1% |
| YTD | -14.4% | -26.6% | +12.2% | -8.4% |
| 1Y | +2.1% | -2.1% | +4.2% | -0.1% |
| 3Y | -10.6% | +43.4% | -54.0% | -25.9% |
| 5Y | -32.2% | +47.0% | -79.2% | -46.1% |
| 10Y | -62.7% | +97.2% | -159.9% | -77.1% |
| All | -27.8% | +998.1% | -1,025.9% | -85.2% |
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 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