+123.2%
AMP vs IONS
+53.9%
+69.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -2.0% | -4.3% | +2.2% | -1.6% |
| 30D | -1.7% | +0.4% | -2.1% | -1.8% |
| 3M | +23.2% | -24.1% | +47.3% | +26.1% |
| 6M | +22.2% | -26.4% | +48.6% | +25.4% |
| YTD | +14.0% | -29.7% | +43.6% | +17.6% |
| 1Y | +14.0% | -13.0% | +27.0% | +14.1% |
| 3Y | +67.0% | +35.0% | +32.0% | +50.9% |
| 5Y | +123.2% | +54.2% | +69.0% | +95.1% |
| All | +123.2% | +53.9% | +69.3% | +95.1% |
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