+60.4%
AGNC vs IONS
+31.9%
+28.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.2% |
| 7D | -4.7% | -6.7% | +2.0% | -4.1% |
| 30D | -5.7% | -4.1% | -1.6% | -5.4% |
| 3M | +1.9% | -26.6% | +28.4% | +4.1% |
| 6M | +1.8% | -27.5% | +29.3% | +4.1% |
| YTD | +3.4% | -31.5% | +34.9% | +6.3% |
| 1Y | +13.6% | -15.3% | +29.0% | +14.3% |
| 3Y | +60.4% | +31.3% | +29.1% | +49.7% |
| All | +60.4% | +31.9% | +28.5% | +49.7% |
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