-59.6%
ACHR vs IONS
-43.6%
-16.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +6.4% | -13.3% | -9.2% |
| 7D | -9.2% | -26.3% | +17.0% | -0.9% |
| 30D | -1.0% | -31.9% | +31.0% | +11.5% |
| 3M | -42.2% | -48.0% | +5.8% | -28.4% |
| 6M | -38.2% | -62.6% | +24.4% | -15.4% |
| YTD | -46.4% | -63.3% | +16.9% | -25.9% |
| 1Y | -49.4% | -58.4% | +9.0% | -33.4% |
| 3Y | -22.5% | -38.2% | +15.7% | -19.3% |
| 5Y | -29.8% | -11.1% | -18.7% | -37.8% |
| All | -59.6% | -43.6% | -16.0% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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