+50.4%
ALLE vs IONS
+17.1%
+33.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.1% |
| 7D | -0.6% | -9.4% | +8.9% | +0.4% |
| 30D | +25.3% | -10.7% | +36.1% | +26.6% |
| 3M | +10.3% | -27.7% | +37.9% | +13.6% |
| 6M | +38.0% | -48.7% | +86.7% | +46.4% |
| YTD | +17.8% | -50.2% | +67.9% | +25.2% |
| 1Y | +13.6% | -46.8% | +60.4% | +19.8% |
| 3Y | +89.2% | -14.8% | +104.0% | +85.2% |
| All | +50.4% | +17.1% | +33.2% | +42.3% |
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