-32.3%
IONS vs ABCL
-79.5%
+47.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +5.2% | -26.6% | -22.1% |
| 7D | -24.8% | +12.4% | -37.2% | -26.4% |
| 30D | -31.5% | -0.4% | -31.2% | -31.9% |
| 3M | -45.2% | +80.4% | -125.6% | -50.6% |
| 6M | -59.1% | +138.5% | -197.6% | -65.2% |
| YTD | -60.8% | +265.5% | -326.3% | -69.2% |
| 1Y | -57.9% | +219.7% | -277.5% | -66.2% |
| 3Y | -34.5% | +209.4% | -243.9% | -50.7% |
| 5Y | -8.8% | -15.0% | +6.2% | -22.3% |
| All | -32.3% | -79.5% | +47.2% | -44.4% |
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