+14.6%
IONS vs ADVB
-97.5%
+112.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | +1.5% |
| 7D | -9.4% | -13.9% | +4.5% | -9.1% |
| 30D | -10.7% | -68.1% | +57.4% | -8.2% |
| 3M | -27.7% | -73.4% | +45.7% | -25.4% |
| 6M | -48.7% | -70.8% | +22.1% | -47.6% |
| YTD | -50.2% | -66.1% | +15.9% | -50.2% |
| 1Y | -46.8% | -77.5% | +30.7% | -45.1% |
| All | +14.6% | -97.5% | +112.2% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling