-20.2%
AMRZ vs IONS
-22.2%
+2.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | -0.2% |
| 7D | -2.1% | -26.3% | +24.2% | -0.6% |
| 30D | +13.0% | -31.9% | +44.9% | +15.4% |
| 3M | -12.1% | -48.0% | +35.9% | -8.4% |
| 6M | -19.1% | -62.6% | +43.4% | -14.1% |
| YTD | -23.3% | -63.3% | +40.0% | -18.3% |
| 1Y | -16.6% | -58.4% | +41.8% | -11.9% |
| All | -20.2% | -22.2% | +2.1% | -20.8% |
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