+16.8%
AON vs IONS
-11.8%
+28.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.4% | -4.9% | +1.0% |
| 7D | +1.0% | -26.3% | +27.3% | +3.1% |
| 30D | +23.2% | -31.9% | +55.1% | +26.4% |
| 3M | -5.0% | -48.0% | +43.0% | -0.5% |
| 6M | +9.3% | -62.6% | +71.9% | +17.1% |
| YTD | -3.4% | -63.3% | +59.9% | +3.5% |
| 1Y | -2.9% | -58.4% | +55.5% | +2.8% |
| 3Y | +3.6% | -38.2% | +41.9% | +3.7% |
| All | +16.8% | -11.8% | +28.7% | +8.6% |
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