-44.9%
IONS vs ADVB
-76.7%
+31.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.9% | -0.6% |
| 7D | -10.6% | -29.5% | +19.0% | -10.3% |
| 30D | -7.7% | -66.9% | +59.2% | -7.1% |
| 3M | -27.1% | -73.7% | +46.6% | -26.5% |
| 6M | -46.8% | -64.8% | +18.0% | -45.5% |
| YTD | -49.2% | -64.0% | +14.8% | -47.5% |
| 1Y | -44.9% | -77.0% | +32.1% | -40.6% |
| All | -44.9% | -76.7% | +31.8% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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