-38.2%
IONS vs ABCL
+185.8%
-224.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.1% | +7.5% | +6.5% |
| 7D | -26.3% | -3.3% | -23.0% | -26.1% |
| 30D | -31.9% | -7.1% | -24.8% | -31.6% |
| 3M | -48.0% | +4.7% | -52.7% | -48.8% |
| 6M | -62.6% | +140.9% | -203.4% | -67.6% |
| YTD | -63.3% | +236.0% | -299.2% | -70.1% |
| 1Y | -58.4% | +217.4% | -275.8% | -65.9% |
| 3Y | -38.2% | +188.7% | -226.9% | -53.4% |
| All | -38.2% | +185.8% | -224.0% | -53.4% |
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