+120.4%
AS vs IONS
+12.3%
+108.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.6% | +3.6% |
| 7D | -4.9% | -4.8% | 0.0% | -4.3% |
| 30D | -19.6% | +7.2% | -26.8% | -20.4% |
| 3M | -14.4% | -22.7% | +8.3% | -12.1% |
| 6M | -20.1% | -26.9% | +6.8% | -17.3% |
| YTD | -20.9% | -26.6% | +5.6% | -18.3% |
| 1Y | -21.9% | -2.1% | -19.7% | -22.8% |
| All | +120.4% | +12.3% | +108.0% | +80.6% |
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 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