+13.0%
IONS vs IAG
+515.1%
-502.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.2% | -5.6% | +0.9% |
| 7D | -9.4% | +21.4% | -30.8% | -11.1% |
| 30D | -10.7% | +4.0% | -14.8% | -11.2% |
| 3M | -27.7% | +17.0% | -44.7% | -28.9% |
| 6M | -48.7% | +1.4% | -50.1% | -49.1% |
| YTD | -50.2% | +13.8% | -63.9% | -51.3% |
| 1Y | -46.8% | +55.8% | -102.6% | -49.4% |
| 3Y | -14.8% | +647.4% | -662.3% | -30.6% |
| All | +13.0% | +515.1% | -502.1% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling