+126.7%
AMAT vs IONS
+17.1%
+109.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.9% |
| 7D | -14.7% | -9.4% | -5.3% | -12.9% |
| 30D | -36.1% | -10.7% | -25.4% | -34.5% |
| 3M | -36.9% | -27.7% | -9.2% | -32.8% |
| 6M | -22.2% | -48.7% | +26.5% | -12.8% |
| YTD | +29.9% | -50.2% | +80.1% | +46.3% |
| 1Y | +43.3% | -46.8% | +90.1% | +58.7% |
| 3Y | +142.7% | -14.8% | +157.5% | +128.3% |
| All | +126.7% | +17.1% | +109.6% | +79.5% |
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