+270.3%
ALLE vs IONS
+78.1%
+192.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -0.2% | -4.8% | +4.6% | +0.4% |
| 30D | -6.8% | +7.2% | -14.0% | -7.7% |
| 3M | +21.0% | -22.7% | +43.7% | +24.0% |
| 6M | +1.1% | -26.9% | +28.0% | +4.2% |
| YTD | -0.5% | -26.6% | +26.0% | +2.3% |
| 1Y | -7.3% | -2.1% | -5.1% | -8.0% |
| 3Y | +42.3% | +43.4% | -1.2% | +31.1% |
| 5Y | +13.5% | +47.0% | -33.5% | +2.3% |
| 10Y | +144.0% | +97.2% | +46.9% | +107.3% |
| All | +270.3% | +78.1% | +192.2% | +236.4% |
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