+614.1%
IONS vs IAG
+337.4%
+276.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.2% | -5.6% | +1.1% |
| 7D | -9.4% | +21.4% | -30.8% | -10.7% |
| 30D | -10.7% | +4.0% | -14.8% | -11.1% |
| 3M | -27.7% | +17.0% | -44.7% | -28.6% |
| 6M | -48.7% | +1.4% | -50.1% | -49.0% |
| YTD | -50.2% | +13.8% | -63.9% | -51.1% |
| 1Y | -46.8% | +55.8% | -102.6% | -49.0% |
| 3Y | -14.8% | +647.4% | -662.3% | -28.0% |
| 5Y | +17.0% | +519.1% | -502.1% | -2.0% |
| 10Y | +45.3% | +345.6% | -300.3% | +18.1% |
| All | +614.1% | +337.4% | +276.8% | +440.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling