+602.8%
AU vs IONS
+152.7%
+450.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.4% | -7.9% | -1.7% |
| 7D | -7.2% | -26.3% | +19.1% | -6.3% |
| 30D | -2.9% | -31.9% | +29.1% | -1.6% |
| 3M | -8.7% | -48.0% | +39.3% | -6.6% |
| 6M | -14.1% | -62.6% | +48.4% | -11.2% |
| YTD | +4.8% | -63.3% | +68.1% | +8.4% |
| 1Y | +11.9% | -58.4% | +70.3% | +15.3% |
| 3Y | +513.8% | -38.2% | +552.0% | +519.9% |
| 5Y | +379.3% | -11.1% | +390.4% | +377.5% |
| 10Y | +837.1% | -31.7% | +868.8% | +829.6% |
| All | +602.8% | +152.7% | +450.2% | +622.4% |
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