+1,910.6%
AEIS vs IONS
+254.3%
+1,656.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.6% | +4.5% | +5.8% |
| 7D | -11.3% | -9.4% | -1.9% | -9.5% |
| 30D | -32.6% | -10.7% | -21.9% | -31.0% |
| 3M | -39.2% | -27.7% | -11.5% | -35.4% |
| 6M | -45.4% | -48.7% | +3.3% | -38.8% |
| YTD | -5.8% | -50.2% | +44.4% | +5.9% |
| 1Y | -10.0% | -46.8% | +36.8% | -0.2% |
| 3Y | +121.2% | -14.8% | +136.0% | +117.1% |
| 5Y | +110.6% | +17.0% | +93.6% | +89.5% |
| 10Y | +326.6% | +45.3% | +281.3% | +249.1% |
| All | +1,910.6% | +254.3% | +1,656.3% | +762.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling