+8.6%
AEIS vs IONS
-44.5%
+53.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.7% | -10.5% | -11.1% |
| 7D | -12.7% | -10.6% | -2.1% | -11.8% |
| 30D | -28.8% | -7.7% | -21.1% | -28.3% |
| 3M | -38.0% | -27.1% | -10.9% | -36.8% |
| 6M | -45.3% | -46.8% | +1.5% | -46.2% |
| YTD | +1.1% | -49.2% | +50.4% | +2.1% |
| 1Y | +8.6% | -44.9% | +53.5% | +3.4% |
| All | +8.6% | -44.5% | +53.2% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling