-11.4%
IONS vs ACM
+1.1%
-12.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.6% | +5.9% | +6.3% |
| 7D | -26.3% | +5.6% | -31.9% | -27.7% |
| 30D | -31.9% | +20.8% | -52.8% | -36.2% |
| 3M | -48.0% | +11.4% | -59.4% | -50.1% |
| 6M | -62.6% | +0.9% | -63.5% | -63.1% |
| YTD | -63.3% | -24.8% | -38.4% | -60.1% |
| 1Y | -58.4% | -46.4% | -12.0% | -48.1% |
| 3Y | -38.2% | -9.2% | -29.0% | -41.7% |
| All | -11.4% | +1.1% | -12.5% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling