+111.0%
AEIS vs IONS
+17.1%
+93.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.6% | +4.5% | +5.8% |
| 7D | -11.3% | -9.4% | -1.9% | -9.4% |
| 30D | -32.6% | -10.7% | -21.9% | -30.9% |
| 3M | -39.2% | -27.7% | -11.5% | -35.2% |
| 6M | -45.4% | -48.7% | +3.3% | -38.6% |
| YTD | -5.8% | -50.2% | +44.4% | +6.5% |
| 1Y | -10.0% | -46.8% | +36.8% | 0.0% |
| 3Y | +121.2% | -14.8% | +136.0% | +106.8% |
| All | +111.0% | +17.1% | +93.8% | +67.0% |
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