+876.7%
IAU vs IONS
+1,039.0%
-162.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -0.5% | -4.8% | +4.3% | -0.5% |
| 30D | +4.4% | +7.2% | -2.8% | +4.4% |
| 3M | -1.1% | -22.7% | +21.6% | -0.9% |
| 6M | -13.7% | -26.9% | +13.2% | -13.5% |
| YTD | +2.7% | -26.6% | +29.3% | +2.9% |
| 1Y | +24.6% | -2.1% | +26.8% | +24.7% |
| 3Y | +126.8% | +43.4% | +83.4% | +126.2% |
| 5Y | +139.5% | +47.0% | +92.5% | +138.8% |
| 10Y | +226.3% | +97.2% | +129.1% | +225.2% |
| All | +876.7% | +1,039.0% | -162.3% | +777.1% |
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