-16.2%
IONS vs ABCL
+139.9%
-156.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -9.4% | +6.0% | -2.1% |
| 7D | -12.6% | -14.9% | +2.3% | -10.9% |
| 30D | -11.8% | -15.4% | +3.5% | -10.1% |
| 3M | -28.4% | +88.0% | -116.4% | -35.0% |
| 6M | -48.4% | +138.8% | -187.3% | -55.3% |
| YTD | -51.0% | +225.4% | -276.4% | -59.7% |
| 1Y | -48.0% | +137.3% | -185.4% | -55.6% |
| All | -16.2% | +139.9% | -156.1% | -33.9% |
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