-51.3%
ACHR vs IONS
-45.0%
-6.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.0% |
| 7D | +18.0% | -29.4% | +47.4% | +31.2% |
| 30D | +3.6% | -35.1% | +38.8% | +19.0% |
| 3M | -28.4% | -48.9% | +20.5% | -10.8% |
| 6M | -25.7% | -62.4% | +36.7% | +1.6% |
| YTD | -35.4% | -64.2% | +28.8% | -9.8% |
| 1Y | -45.6% | -60.9% | +15.3% | -26.7% |
| 3Y | -2.2% | -38.9% | +36.7% | +2.2% |
| 5Y | -20.3% | -15.6% | -4.7% | -28.2% |
| All | -51.3% | -45.0% | -6.3% | -50.3% |
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