+13.3%
AGG vs IONS
+36.3%
-23.0%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | -0.2% | -8.7% | +8.5% | -0.1% |
| 30D | -0.2% | -1.6% | +1.4% | -0.2% |
| 3M | -0.7% | -24.9% | +24.2% | -0.5% |
| 6M | -1.8% | -25.7% | +23.9% | -1.5% |
| YTD | -0.6% | -29.2% | +28.6% | -0.3% |
| 1Y | +0.4% | -13.0% | +13.4% | +0.4% |
| All | +13.3% | +36.3% | -23.0% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling