+10.8%
AEP vs IONS
-44.5%
+55.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | +0.8% | -10.6% | +11.4% | +1.2% |
| 30D | +7.9% | -7.7% | +15.6% | +8.2% |
| 3M | +1.5% | -27.1% | +28.6% | +2.6% |
| 6M | -2.6% | -46.8% | +44.2% | -0.2% |
| YTD | +14.7% | -49.2% | +63.9% | +17.2% |
| 1Y | +10.8% | -44.9% | +55.7% | +12.7% |
| All | +10.8% | -44.5% | +55.3% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling