-26.8%
AIG vs IONS
+440.4%
-467.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -0.9% | -4.8% | +3.9% | -0.4% |
| 30D | -4.9% | +7.2% | -12.1% | -5.7% |
| 3M | +4.5% | -22.7% | +27.1% | +6.9% |
| 6M | -1.4% | -26.9% | +25.4% | +1.4% |
| YTD | -9.8% | -26.6% | +16.8% | -7.3% |
| 1Y | -4.5% | -2.1% | -2.4% | -5.4% |
| 3Y | +37.4% | +43.4% | -6.0% | +26.9% |
| 5Y | +55.0% | +47.0% | +8.0% | +40.3% |
| 10Y | +63.7% | +97.2% | -33.5% | +37.7% |
| All | -26.8% | +440.4% | -467.1% | -54.5% |
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