-9.0%
ALLY vs IONS
-11.8%
+2.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.6% | -0.4% |
| 7D | +0.4% | -26.3% | +26.6% | +5.6% |
| 30D | +5.2% | -31.9% | +37.2% | +12.4% |
| 3M | -13.3% | -48.0% | +34.7% | -2.5% |
| 6M | -6.7% | -62.6% | +55.9% | +11.0% |
| YTD | -12.8% | -63.3% | +50.4% | +3.7% |
| 1Y | +0.7% | -58.4% | +59.1% | +16.2% |
| 3Y | +65.2% | -38.2% | +103.4% | +66.1% |
| All | -9.0% | -11.8% | +2.9% | -18.3% |
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