+2,235.2%
AEP vs IONS
+440.4%
+1,794.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +1.8% | -4.8% | +6.6% | +2.0% |
| 30D | -0.8% | +7.2% | -8.0% | -1.1% |
| 3M | -1.8% | -22.7% | +20.8% | -0.9% |
| 6M | -5.4% | -26.9% | +21.5% | -4.3% |
| YTD | +10.4% | -26.6% | +37.0% | +11.6% |
| 1Y | +18.2% | -2.1% | +20.3% | +17.8% |
| 3Y | +79.0% | +43.4% | +35.5% | +73.8% |
| 5Y | +64.8% | +47.0% | +17.9% | +58.8% |
| 10Y | +170.8% | +97.2% | +73.7% | +152.3% |
| All | +2,235.2% | +440.4% | +1,794.8% | +1,771.3% |
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 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