+64.2%
AIG vs IONS
+87.6%
-23.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.8% |
| 7D | -1.2% | -6.7% | +5.5% | -0.2% |
| 30D | -1.1% | -4.1% | +3.0% | -0.6% |
| 3M | +0.7% | -26.6% | +27.2% | +4.4% |
| 6M | -2.2% | -27.5% | +25.3% | +1.6% |
| YTD | -10.8% | -31.5% | +20.6% | -6.8% |
| 1Y | -2.0% | -15.3% | +13.3% | -1.2% |
| 3Y | +34.8% | +31.3% | +3.5% | +21.6% |
| 5Y | +55.0% | +50.2% | +4.8% | +32.1% |
| All | +64.2% | +87.6% | -23.5% | +36.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling