+2,162.5%
AEIS vs IONS
+153.4%
+2,009.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.1% | +10.2% | +2.8% |
| 7D | -6.9% | -30.3% | +23.4% | -1.2% |
| 30D | -23.2% | -37.7% | +14.5% | -16.7% |
| 3M | -29.5% | -50.5% | +21.0% | -20.3% |
| 6M | -37.9% | -62.8% | +24.9% | -26.9% |
| YTD | +6.0% | -64.4% | +70.4% | +25.7% |
| 1Y | +1.2% | -59.5% | +60.7% | +17.0% |
| 3Y | +150.0% | -39.2% | +189.1% | +159.0% |
| 5Y | +141.9% | -15.3% | +157.2% | +129.1% |
| 10Y | +356.2% | -31.2% | +387.3% | +327.1% |
| All | +2,162.5% | +153.4% | +2,009.1% | +923.8% |
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