-44.9%
IONS vs ACM
-46.6%
+1.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -0.9% |
| 7D | -10.6% | +9.5% | -20.1% | -11.1% |
| 30D | -7.7% | +14.7% | -22.4% | -8.6% |
| 3M | -27.1% | -9.5% | -17.6% | -26.2% |
| 6M | -46.8% | -18.0% | -28.7% | -45.4% |
| YTD | -49.2% | -27.3% | -22.0% | -47.0% |
| 1Y | -44.9% | -47.0% | +2.1% | -40.5% |
| All | -44.9% | -46.6% | +1.7% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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