+189.7%
ALLY vs IONS
+17.3%
+172.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.0% |
| 7D | +0.9% | -9.4% | +10.3% | +3.0% |
| 30D | +3.1% | -10.7% | +13.8% | +5.4% |
| 3M | -12.6% | -27.7% | +15.1% | -6.8% |
| 6M | -12.4% | -48.7% | +36.3% | -0.7% |
| YTD | -13.2% | -50.2% | +37.0% | -1.2% |
| 1Y | +1.8% | -46.8% | +48.6% | +14.0% |
| 3Y | +58.0% | -14.8% | +72.8% | +52.4% |
| 5Y | -8.4% | +17.0% | -25.4% | -20.3% |
| All | +189.7% | +17.3% | +172.4% | +143.4% |
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 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