-55.4%
IONS vs ABCL
+199.8%
-255.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +5.2% | -26.6% | -22.0% |
| 7D | -24.8% | +12.4% | -37.2% | -26.1% |
| 30D | -31.5% | -0.4% | -31.2% | -31.7% |
| 3M | -45.2% | +80.4% | -125.6% | -49.7% |
| 6M | -59.1% | +138.5% | -197.6% | -64.5% |
| YTD | -60.8% | +265.5% | -326.3% | -69.2% |
| All | -55.4% | +199.8% | -255.2% | -63.3% |
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