+883.4%
APH vs IONS
+17.3%
+866.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.5% | +3.9% |
| 7D | -5.9% | -9.4% | +3.5% | -4.4% |
| 30D | -14.8% | -10.7% | -4.1% | -13.3% |
| 3M | -12.4% | -27.7% | +15.2% | -8.1% |
| 6M | +8.1% | -48.7% | +56.8% | +18.5% |
| YTD | +10.9% | -50.2% | +61.1% | +22.0% |
| 1Y | +8.8% | -46.8% | +55.6% | +18.2% |
| 3Y | +262.1% | -14.8% | +276.9% | +252.6% |
| 5Y | +283.1% | +17.0% | +266.1% | +243.4% |
| All | +883.4% | +17.3% | +866.1% | +803.0% |
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