-62.4%
IONS vs ABCL
+189.1%
-251.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.8% | -3.3% |
| 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% | -52.7% |
| 6M | -64.0% | +134.7% | -198.7% | -68.8% |
| YTD | -65.5% | +239.8% | -305.2% | -72.7% |
| 1Y | -62.4% | +192.7% | -255.1% | -69.1% |
| All | -62.4% | +189.1% | -251.5% | -69.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling