+75.2%
AJG vs IONS
+50.3%
+24.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -1.0% |
| 7D | -8.3% | -6.7% | -1.6% | -7.8% |
| 30D | -5.7% | -4.1% | -1.6% | -5.4% |
| 3M | +9.1% | -26.6% | +35.6% | +11.3% |
| 6M | +15.2% | -27.5% | +42.7% | +17.6% |
| YTD | -6.3% | -31.5% | +25.2% | -4.0% |
| 1Y | -19.1% | -15.3% | -3.8% | -18.7% |
| 3Y | +8.2% | +31.3% | -23.1% | +1.9% |
| All | +75.2% | +50.3% | +24.9% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling