+0.1%
APA vs IONS
+98.1%
-98.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +0.5% | -4.8% | +5.4% | +1.6% |
| 30D | +23.4% | +7.2% | +16.2% | +21.4% |
| 3M | +12.7% | -22.7% | +35.4% | +17.8% |
| 6M | +39.4% | -26.9% | +66.3% | +46.7% |
| YTD | +79.0% | -26.6% | +105.5% | +87.8% |
| 1Y | +88.8% | -2.1% | +91.0% | +84.8% |
| 3Y | +6.4% | +43.4% | -37.1% | -9.4% |
| 5Y | +153.0% | +47.0% | +106.0% | +106.1% |
| All | +0.1% | +98.1% | -98.0% | -18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling