-38.8%
IONS vs IAG
+389.3%
-428.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.1% | +5.4% | +6.3% |
| 7D | -26.3% | -7.7% | -18.6% | -26.0% |
| 30D | -31.9% | +1.6% | -33.5% | -32.1% |
| 3M | -48.0% | -2.4% | -45.6% | -48.0% |
| 6M | -62.6% | -7.8% | -54.7% | -62.6% |
| YTD | -63.3% | +5.0% | -68.3% | -63.7% |
| 1Y | -58.4% | +25.7% | -84.1% | -59.2% |
| 3Y | -38.2% | +694.5% | -732.7% | -45.4% |
| 5Y | -11.1% | +421.7% | -432.8% | -21.5% |
| All | -38.8% | +389.3% | -428.1% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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