+190.1%
APLD vs IONS
-16.4%
+206.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.6% | +8.1% | +9.1% |
| 7D | -12.7% | -9.4% | -3.3% | -8.9% |
| 30D | -34.7% | -10.7% | -24.0% | -31.4% |
| 3M | -46.1% | -27.7% | -18.5% | -39.0% |
| 6M | -64.9% | -48.7% | -16.1% | -55.9% |
| YTD | -36.6% | -50.2% | +13.6% | -19.1% |
| 1Y | -50.0% | -46.8% | -3.2% | -37.8% |
| 3Y | +190.1% | -14.8% | +205.0% | +207.6% |
| All | +190.1% | -16.4% | +206.5% | +207.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling