-13.9%
IONS vs ABCL
-80.5%
+66.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.7% | -5.1% | +0.6% |
| 7D | -9.4% | -3.2% | -6.2% | -9.1% |
| 30D | -10.7% | -7.4% | -3.3% | -10.0% |
| 3M | -27.7% | +81.9% | -109.6% | -34.8% |
| 6M | -48.7% | +135.7% | -184.4% | -56.2% |
| YTD | -50.2% | +247.4% | -297.5% | -60.4% |
| 1Y | -46.8% | +162.3% | -209.1% | -56.1% |
| 3Y | -14.8% | +165.5% | -180.3% | -34.2% |
| 5Y | +17.0% | -21.3% | +38.3% | +0.7% |
| All | -13.9% | -80.5% | +66.6% | -28.7% |
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