+3,949.2%
AEHR vs IONS
+93.9%
+3,855.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.2% | +6.5% | +5.5% |
| 7D | +19.1% | -8.7% | +27.8% | +21.5% |
| 30D | -10.0% | -1.6% | -8.4% | -9.8% |
| 3M | +1.3% | -24.9% | +26.2% | +5.5% |
| 6M | +133.8% | -25.7% | +159.4% | +144.5% |
| YTD | +373.3% | -29.2% | +402.5% | +402.1% |
| 1Y | +256.2% | -13.0% | +269.2% | +260.3% |
| 3Y | +93.2% | +35.9% | +57.3% | +71.0% |
| 5Y | +793.1% | +54.5% | +738.6% | +662.4% |
| All | +3,949.2% | +93.9% | +3,855.2% | +3,620.4% |
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 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