+241.7%
AEIS vs IONS
+51.6%
+190.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +3.3% |
| 7D | +8.1% | -5.3% | +13.4% | +9.3% |
| 30D | -11.1% | +0.3% | -11.4% | -11.4% |
| 3M | -5.6% | -22.9% | +17.2% | -2.6% |
| 6M | -0.6% | -23.4% | +22.8% | +2.6% |
| YTD | +38.0% | -28.3% | +66.3% | +45.0% |
| 1Y | +87.2% | -7.0% | +94.3% | +84.3% |
| 3Y | +179.7% | +37.6% | +142.1% | +133.2% |
| 5Y | +241.7% | +53.4% | +188.4% | +160.3% |
| All | +241.7% | +51.6% | +190.2% | +160.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling