0.0%
AGNC vs IONS
-44.5%
+44.5%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.0% |
| 7D | +1.5% | -10.6% | +12.1% | +2.5% |
| 30D | +3.9% | -7.7% | +11.6% | +4.6% |
| 3M | -13.5% | -27.1% | +13.6% | -11.2% |
| 6M | -10.6% | -46.8% | +36.2% | -7.5% |
| YTD | -7.2% | -49.2% | +42.1% | -3.4% |
| 1Y | 0.0% | -44.9% | +44.9% | +2.4% |
| All | 0.0% | -44.5% | +44.5% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling