-16.6%
AMRZ vs IONS
-17.0%
+0.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -21.4% | +23.6% | +3.5% |
| 7D | -1.1% | -24.8% | +23.7% | +0.4% |
| 30D | +18.3% | -31.5% | +49.8% | +21.0% |
| 3M | -8.0% | -45.2% | +37.2% | -4.4% |
| 6M | -18.7% | -59.1% | +40.4% | -14.2% |
| YTD | -19.8% | -60.8% | +41.0% | -14.9% |
| 1Y | -12.3% | -57.9% | +45.5% | -7.5% |
| All | -16.6% | -17.0% | +0.4% | -17.5% |
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