+100.2%
ALLY vs IONS
-20.2%
+120.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.0% | -0.8% |
| 7D | -1.1% | -12.6% | +11.5% | +1.0% |
| 30D | +4.2% | -11.8% | +16.0% | +6.2% |
| 3M | -12.4% | -28.4% | +16.0% | -7.9% |
| 6M | -8.7% | -48.4% | +39.8% | +0.4% |
| YTD | -11.6% | -51.0% | +39.3% | -2.3% |
| 1Y | +0.2% | -48.0% | +48.2% | +9.6% |
| 3Y | +57.1% | -17.8% | +74.9% | +54.8% |
| 5Y | -6.8% | +15.2% | -22.0% | -14.5% |
| 10Y | +200.4% | +43.0% | +157.3% | +168.8% |
| All | +100.2% | -20.2% | +120.4% | +80.7% |
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 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