-19.2%
IONS vs ACM
+147.1%
-166.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +5.2% | -26.6% | -23.1% |
| 7D | -24.8% | +6.9% | -31.7% | -27.0% |
| 30D | -31.5% | +19.1% | -50.6% | -36.1% |
| 3M | -45.2% | -6.9% | -38.3% | -44.5% |
| 6M | -59.1% | -12.0% | -47.0% | -58.0% |
| YTD | -60.8% | -25.1% | -35.7% | -57.6% |
| 1Y | -57.9% | -45.4% | -12.4% | -48.6% |
| 3Y | -34.5% | -6.9% | -27.6% | -36.7% |
| 5Y | -8.8% | +3.7% | -12.6% | -16.7% |
| 10Y | -19.2% | +135.8% | -155.0% | -53.4% |
| All | -19.2% | +147.1% | -166.3% | -53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling