+26.3%
ACI vs IONS
-4.3%
+30.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.2% | -4.8% | +5.0% | +0.1% |
| 30D | +5.9% | +7.2% | -1.3% | +6.0% |
| 3M | -19.8% | -22.7% | +2.9% | -19.8% |
| 6M | -24.7% | -26.9% | +2.1% | -24.7% |
| YTD | -24.4% | -26.6% | +2.2% | -24.3% |
| 1Y | -31.5% | -2.1% | -29.4% | -31.6% |
| 3Y | -38.7% | +43.4% | -82.1% | -39.2% |
| 5Y | -42.8% | +47.0% | -89.8% | -42.8% |
| All | +26.3% | -4.3% | +30.6% | +17.9% |
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