+948.3%
APH vs IONS
-36.2%
+984.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +0.9% |
| 7D | +11.1% | -29.6% | +40.8% | +16.3% |
| 30D | -7.3% | -35.6% | +28.3% | -1.6% |
| 3M | -6.2% | -51.7% | +45.5% | +4.2% |
| 6M | +24.9% | -64.0% | +88.9% | +43.8% |
| YTD | +18.4% | -65.5% | +83.9% | +37.1% |
| 1Y | +13.0% | -62.4% | +75.4% | +28.9% |
| 3Y | +276.4% | -41.1% | +317.5% | +284.3% |
| 5Y | +296.4% | -16.5% | +312.9% | +268.6% |
| All | +948.3% | -36.2% | +984.5% | +914.2% |
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