+117.1%
AMAT vs IONS
+13.2%
+103.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.4% | -10.2% | -12.9% |
| 7D | -24.3% | -12.6% | -11.7% | -22.1% |
| 30D | -39.8% | -11.8% | -28.0% | -38.2% |
| 3M | -40.2% | -28.4% | -11.8% | -36.2% |
| 6M | -22.1% | -48.4% | +26.3% | -12.8% |
| YTD | +24.7% | -51.0% | +75.6% | +40.8% |
| 1Y | +33.3% | -48.0% | +81.3% | +48.3% |
| 3Y | +133.9% | -17.8% | +151.6% | +122.0% |
| 5Y | +117.1% | +15.2% | +101.9% | +58.1% |
| All | +117.1% | +13.2% | +103.9% | +58.1% |
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