+31.5%
ACI vs IONS
-48.9%
+80.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -21.4% | +22.3% | +0.7% |
| 7D | -5.9% | -24.8% | +18.9% | -6.2% |
| 30D | +7.2% | -31.5% | +38.8% | +6.8% |
| 3M | +8.8% | -45.2% | +54.0% | +8.2% |
| 6M | -17.2% | -59.1% | +41.9% | -17.7% |
| YTD | -21.3% | -60.8% | +39.6% | -21.7% |
| 1Y | -23.7% | -57.9% | +34.1% | -24.2% |
| 3Y | -32.8% | -34.5% | +1.6% | -33.7% |
| 5Y | -41.4% | -8.8% | -32.6% | -41.5% |
| All | +31.5% | -48.9% | +80.5% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling