+100.3%
AMCR vs IONS
+217.9%
-117.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.4% | -0.4% |
| 7D | -2.4% | -26.3% | +23.9% | -0.9% |
| 30D | +3.6% | -31.9% | +35.5% | +5.6% |
| 3M | -4.2% | -48.0% | +43.8% | -1.0% |
| 6M | +15.5% | -62.6% | +78.1% | +21.2% |
| YTD | +9.7% | -63.3% | +73.0% | +15.3% |
| 1Y | +8.3% | -58.4% | +66.7% | +13.0% |
| 3Y | +15.4% | -38.2% | +53.6% | +16.5% |
| 5Y | -9.1% | -11.1% | +2.0% | -10.3% |
| 10Y | +18.6% | -31.7% | +50.4% | +19.0% |
| All | +100.3% | +217.9% | -117.7% | +92.4% |
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