-15.3%
IONS vs ABCL
-8.0%
-7.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.3% | -8.7% | -9.0% |
| 7D | -30.3% | +2.3% | -32.6% | -30.7% |
| 30D | -37.7% | -0.7% | -37.1% | -38.0% |
| 3M | -50.5% | +33.4% | -83.9% | -53.5% |
| 6M | -62.8% | +137.8% | -200.6% | -69.3% |
| YTD | -64.4% | +264.3% | -328.7% | -73.4% |
| 1Y | -59.5% | +209.2% | -268.6% | -68.8% |
| 3Y | -39.2% | +208.4% | -247.6% | -57.3% |
| 5Y | -15.3% | -11.9% | -3.5% | -25.4% |
| All | -15.3% | -8.0% | -7.4% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling