+95.8%
AGG vs IONS
+356.9%
-261.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.5% | -0.1% |
| 7D | -1.5% | -26.3% | +24.8% | -1.5% |
| 30D | +0.6% | -31.9% | +32.6% | +0.6% |
| 3M | -1.6% | -48.0% | +46.4% | -1.6% |
| 6M | -1.6% | -62.6% | +60.9% | -1.6% |
| YTD | -1.5% | -63.3% | +61.7% | -1.5% |
| 1Y | -1.1% | -58.4% | +57.3% | -1.1% |
| 3Y | +13.6% | -38.2% | +51.9% | +13.6% |
| 5Y | -1.7% | -11.1% | +9.4% | -1.6% |
| 10Y | +16.1% | -31.7% | +47.9% | +16.5% |
| All | +95.8% | +356.9% | -261.1% | +99.9% |
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