+132.8%
AMAT vs IONS
-17.7%
+150.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.4% | -10.2% | -13.1% |
| 7D | -24.3% | -12.6% | -11.7% | -22.7% |
| 30D | -39.8% | -11.8% | -28.0% | -38.6% |
| 3M | -40.2% | -28.4% | -11.8% | -37.4% |
| 6M | -22.1% | -48.4% | +26.3% | -16.1% |
| YTD | +24.7% | -51.0% | +75.6% | +35.3% |
| 1Y | +33.3% | -48.0% | +81.3% | +43.1% |
| All | +132.8% | -17.7% | +150.6% | +112.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling