+2,885.9%
ALB vs IONS
+744.9%
+2,140.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.4% | -4.4% |
| 7D | -8.1% | -4.8% | -3.2% | -7.5% |
| 30D | +6.3% | +7.2% | -0.9% | +5.3% |
| 3M | -23.6% | -22.7% | -0.9% | -21.7% |
| 6M | -24.6% | -26.9% | +2.3% | -22.3% |
| YTD | -10.3% | -26.6% | +16.3% | -7.5% |
| 1Y | +61.5% | -2.1% | +63.6% | +60.3% |
| 3Y | -34.0% | +43.4% | -77.4% | -38.6% |
| 5Y | -44.6% | +47.0% | -91.6% | -49.3% |
| 10Y | +76.1% | +97.2% | -21.1% | +51.2% |
| All | +2,885.9% | +744.9% | +2,140.9% | +1,678.5% |
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