+54.7%
IONS vs IAG
+764.1%
-709.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.1% |
| 7D | -4.8% | -0.5% | -4.3% | -4.8% |
| 30D | +7.2% | +28.9% | -21.7% | +4.7% |
| 3M | -22.7% | +19.1% | -41.8% | -24.2% |
| 6M | -26.9% | -10.3% | -16.6% | -26.8% |
| YTD | -26.6% | +24.2% | -50.8% | -28.6% |
| 1Y | -2.1% | +116.5% | -118.6% | -9.2% |
| 3Y | +43.4% | +742.8% | -699.4% | +17.0% |
| All | +54.7% | +764.1% | -709.4% | +22.1% |
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