+121.2%
AEIS vs IONS
-16.4%
+137.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.6% | +4.5% | +5.8% |
| 7D | -11.3% | -9.4% | -1.9% | -9.6% |
| 30D | -32.6% | -10.7% | -21.9% | -31.2% |
| 3M | -39.2% | -27.7% | -11.5% | -35.8% |
| 6M | -45.4% | -48.7% | +3.3% | -40.0% |
| YTD | -5.8% | -50.2% | +44.4% | +4.1% |
| 1Y | -10.0% | -46.8% | +36.8% | -2.0% |
| 3Y | +121.2% | -14.8% | +136.0% | +95.6% |
| All | +121.2% | -16.4% | +137.6% | +95.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling