-55.4%
IONS vs ACM
-46.1%
-9.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +5.2% | -26.6% | -21.3% |
| 7D | -24.8% | +6.9% | -31.7% | -24.8% |
| 30D | -31.5% | +19.1% | -50.6% | -32.1% |
| 3M | -45.2% | -6.9% | -38.3% | -44.4% |
| 6M | -59.1% | -12.0% | -47.0% | -58.1% |
| YTD | -60.8% | -25.1% | -35.7% | -59.0% |
| All | -55.4% | -46.1% | -9.3% | -51.4% |
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 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