+208.8%
ALLE vs IONS
-27.6%
+236.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.1% | +8.5% | +0.7% |
| 7D | +0.1% | -30.3% | +30.3% | +4.4% |
| 30D | +25.9% | -37.7% | +63.7% | +33.3% |
| 3M | +14.9% | -50.5% | +65.4% | +25.3% |
| 6M | +42.1% | -62.8% | +104.9% | +60.0% |
| YTD | +20.4% | -64.4% | +84.7% | +36.2% |
| 1Y | +14.9% | -59.5% | +74.3% | +27.4% |
| 3Y | +90.1% | -39.2% | +129.3% | +92.9% |
| 5Y | +53.0% | -15.3% | +68.3% | +43.2% |
| 10Y | +208.8% | -31.2% | +240.0% | +194.5% |
| All | +208.8% | -27.6% | +236.5% | +194.5% |
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