+20.8%
IONS vs AMBA
-6.6%
+27.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -9.4% | +6.1% | -1.8% |
| 7D | -12.6% | -14.6% | +2.0% | -10.2% |
| 30D | -11.8% | -18.8% | +7.0% | -8.8% |
| 3M | -28.4% | -32.6% | +4.2% | -23.8% |
| 6M | -48.4% | -25.8% | -22.6% | -48.0% |
| YTD | -51.0% | -22.1% | -28.8% | -51.5% |
| 1Y | -48.0% | -36.2% | -11.8% | -47.1% |
| 3Y | -17.8% | +10.0% | -27.8% | -29.4% |
| 5Y | +15.2% | -71.6% | +86.7% | +21.0% |
| All | +20.8% | -6.6% | +27.4% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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