+191.9%
ALLY vs IONS
+96.6%
+95.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +3.7% | -4.8% | +8.5% | +4.7% |
| 30D | -2.3% | +7.2% | -9.5% | -3.9% |
| 3M | +3.8% | -22.7% | +26.5% | +8.1% |
| 6M | +9.7% | -26.9% | +36.6% | +15.5% |
| YTD | -1.4% | -26.6% | +25.2% | +3.5% |
| 1Y | +8.2% | -2.1% | +10.4% | +6.0% |
| 3Y | +66.5% | +43.4% | +23.0% | +43.3% |
| 5Y | +1.2% | +47.0% | -45.8% | -15.6% |
| All | +191.9% | +96.6% | +95.3% | +125.3% |
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 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