-40.4%
IONS vs ABCL
-81.0%
+40.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.8% | -3.2% |
| 7D | -29.6% | +4.4% | -34.0% | -30.2% |
| 30D | -35.6% | -7.9% | -27.7% | -35.1% |
| 3M | -51.7% | +12.2% | -63.9% | -53.0% |
| 6M | -64.0% | +134.7% | -198.7% | -69.3% |
| YTD | -65.5% | +239.8% | -305.2% | -72.6% |
| 1Y | -62.4% | +192.7% | -255.1% | -69.5% |
| 3Y | -41.1% | +187.6% | -228.7% | -55.2% |
| 5Y | -16.5% | -22.6% | +6.2% | -28.0% |
| All | -40.4% | -81.0% | +40.6% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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