+176.0%
ALLY vs IONS
-27.6%
+203.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.1% | +6.8% | -0.3% |
| 7D | -0.7% | -30.3% | +29.6% | +6.4% |
| 30D | +1.1% | -37.7% | +38.9% | +10.8% |
| 3M | -13.2% | -50.5% | +37.3% | -0.4% |
| 6M | -13.5% | -62.8% | +49.3% | +4.2% |
| YTD | -14.3% | -64.4% | +50.1% | +3.9% |
| 1Y | -1.1% | -59.5% | +58.3% | +16.2% |
| 3Y | +62.0% | -39.2% | +101.2% | +66.4% |
| 5Y | -9.6% | -15.3% | +5.7% | -16.6% |
| 10Y | +176.0% | -31.2% | +207.1% | +160.7% |
| All | +176.0% | -27.6% | +203.6% | +160.7% |
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