+335.2%
AEIS vs IONS
-32.1%
+367.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +6.4% | -10.4% | -5.5% |
| 7D | +11.5% | -26.3% | +37.8% | +18.3% |
| 30D | -15.8% | -31.9% | +16.2% | -8.6% |
| 3M | -33.3% | -48.0% | +14.7% | -22.8% |
| 6M | -35.2% | -62.6% | +27.4% | -19.9% |
| YTD | +5.0% | -63.3% | +68.3% | +30.3% |
| 1Y | +8.5% | -58.4% | +66.9% | +29.8% |
| 3Y | +152.9% | -38.2% | +191.1% | +156.8% |
| 5Y | +144.6% | -11.1% | +155.7% | +111.3% |
| All | +335.2% | -32.1% | +367.3% | +303.3% |
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