-2.6%
AGG vs IONS
+50.3%
-52.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | 0.0% |
| 7D | -1.1% | -6.7% | +5.6% | -0.9% |
| 30D | -1.1% | -4.1% | +3.0% | -1.1% |
| 3M | -1.9% | -26.6% | +24.6% | -1.6% |
| 6M | -1.7% | -27.5% | +25.8% | -1.3% |
| YTD | -1.3% | -31.5% | +30.2% | -0.8% |
| 1Y | -0.7% | -15.3% | +14.6% | -0.7% |
| 3Y | +12.5% | +31.3% | -18.8% | +11.2% |
| All | -2.6% | +50.3% | -52.9% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling