+93.1%
IONS vs IAG
+401.0%
-307.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.4% | -1.3% |
| 7D | -8.7% | +1.7% | -10.3% | -8.8% |
| 30D | -1.6% | +11.4% | -13.1% | -2.3% |
| 3M | -24.9% | +33.0% | -57.9% | -26.3% |
| 6M | -25.7% | -6.0% | -19.7% | -25.8% |
| YTD | -29.2% | +24.6% | -53.7% | -30.5% |
| 1Y | -13.0% | +105.0% | -118.0% | -16.8% |
| 3Y | +35.9% | +837.9% | -802.0% | +19.9% |
| 5Y | +54.5% | +817.0% | -762.5% | +35.0% |
| 10Y | +93.1% | +425.3% | -332.2% | +72.8% |
| All | +93.1% | +401.0% | -307.9% | +72.8% |
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