+47.7%
IONS vs ABCL
+104.5%
-56.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | -4.8% | +0.7% | -5.6% | -5.0% |
| 30D | +7.2% | +93.1% | -85.9% | -2.9% |
| 3M | -22.7% | +79.4% | -102.1% | -29.7% |
| 6M | -26.9% | +214.9% | -241.8% | -39.3% |
| YTD | -26.6% | +234.2% | -260.8% | -40.0% |
| 1Y | -2.1% | +174.8% | -176.9% | -18.8% |
| All | +47.7% | +104.5% | -56.8% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling