-44.8%
ACHR vs IONS
+8.8%
-53.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.2% | -4.4% | -5.2% |
| 7D | -2.7% | -8.7% | +6.0% | +0.6% |
| 30D | -12.1% | -1.6% | -10.5% | -12.1% |
| 3M | +3.4% | -24.9% | +28.3% | +12.0% |
| 6M | -15.6% | -25.7% | +10.0% | -8.3% |
| YTD | -26.9% | -29.2% | +2.3% | -18.8% |
| 1Y | -34.8% | -13.0% | -21.7% | -33.3% |
| 3Y | -19.2% | +35.9% | -55.2% | -36.7% |
| 5Y | -43.8% | +54.5% | -98.3% | -59.2% |
| All | -44.8% | +8.8% | -53.6% | -55.3% |
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