+5,394.0%
AON vs IONS
+440.4%
+4,953.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -9.1% | -4.8% | -4.2% | -8.8% |
| 30D | -10.2% | +7.2% | -17.4% | -10.7% |
| 3M | +0.5% | -22.7% | +23.2% | +2.0% |
| 6M | -4.8% | -26.9% | +22.0% | -3.1% |
| YTD | -8.0% | -26.6% | +18.6% | -6.4% |
| 1Y | -13.1% | -2.1% | -10.9% | -13.5% |
| 3Y | -1.3% | +43.4% | -44.7% | -5.9% |
| 5Y | +14.9% | +47.0% | -32.1% | +8.2% |
| 10Y | +214.9% | +97.2% | +117.7% | +181.8% |
| All | +5,394.0% | +440.4% | +4,953.6% | +3,726.4% |
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