+489.7%
IONS vs ACM
+230.8%
+259.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -4.8% | -3.7% | -1.1% | -3.4% |
| 30D | +7.2% | -11.1% | +18.3% | +11.5% |
| 3M | -22.7% | -8.0% | -14.7% | -21.0% |
| 6M | -26.9% | -29.7% | +2.8% | -17.2% |
| YTD | -26.6% | -29.4% | +2.8% | -17.6% |
| 1Y | -2.1% | -46.4% | +44.3% | +22.1% |
| 3Y | +43.4% | -22.3% | +65.8% | +51.0% |
| 5Y | +47.0% | +4.5% | +42.5% | +34.9% |
| 10Y | +97.2% | +127.6% | -30.5% | +20.6% |
| All | +489.7% | +230.8% | +259.0% | +164.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling