+74.6%
AG vs IONS
+84.6%
-10.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.3% |
| 7D | -0.1% | -8.7% | +8.6% | +1.3% |
| 30D | +12.5% | -1.6% | +14.1% | +12.7% |
| 3M | +28.2% | -24.9% | +53.0% | +32.2% |
| 6M | -18.8% | -25.7% | +6.8% | -16.1% |
| YTD | +27.4% | -29.2% | +56.6% | +33.0% |
| 1Y | +132.2% | -13.0% | +145.2% | +134.7% |
| 3Y | +286.9% | +35.9% | +250.9% | +255.7% |
| 5Y | +72.8% | +54.5% | +18.3% | +55.6% |
| 10Y | +74.6% | +93.1% | -18.5% | +31.7% |
| All | +74.6% | +84.6% | -10.0% | +31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling