+30.3%
ACI vs IONS
-35.1%
+65.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -3.4% |
| 7D | -2.2% | -9.4% | +7.2% | -2.3% |
| 30D | +10.3% | -10.7% | +21.0% | +10.2% |
| 3M | +7.2% | -27.7% | +34.8% | +6.9% |
| 6M | -18.0% | -48.7% | +30.7% | -18.2% |
| YTD | -22.0% | -50.2% | +28.2% | -22.2% |
| 1Y | -23.4% | -46.8% | +23.4% | -23.6% |
| 3Y | -35.8% | -14.8% | -21.0% | -36.5% |
| 5Y | -43.7% | +17.0% | -60.7% | -43.6% |
| All | +30.3% | -35.1% | +65.4% | +21.2% |
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 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