+98.3%
AGG vs IONS
+813.4%
-715.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -0.2% | -4.8% | +4.7% | -0.2% |
| 30D | -0.4% | +7.2% | -7.6% | -0.4% |
| 3M | -0.7% | -22.7% | +22.0% | -0.7% |
| 6M | -1.5% | -26.9% | +25.4% | -1.5% |
| YTD | -0.3% | -26.6% | +26.3% | -0.3% |
| 1Y | +1.3% | -2.1% | +3.4% | +1.3% |
| 3Y | +13.2% | +43.4% | -30.2% | +13.3% |
| 5Y | -1.4% | +47.0% | -48.4% | -1.3% |
| 10Y | +14.9% | +97.2% | -82.3% | +15.4% |
| All | +98.3% | +813.4% | -715.1% | +102.5% |
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