-8.7%
AMCR vs IONS
+52.5%
-61.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.6% |
| 7D | -6.3% | -8.7% | +2.4% | -5.4% |
| 30D | -7.1% | -1.6% | -5.5% | -7.0% |
| 3M | +12.7% | -24.9% | +37.6% | +15.1% |
| 6M | +5.2% | -25.7% | +30.8% | +7.5% |
| YTD | +8.1% | -29.2% | +37.2% | +11.0% |
| 1Y | +11.7% | -13.0% | +24.7% | +12.4% |
| 3Y | +9.9% | +35.9% | -26.0% | +3.1% |
| 5Y | -8.7% | +54.5% | -63.2% | -16.1% |
| All | -8.7% | +52.5% | -61.2% | -16.1% |
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