-44.9%
IONS vs ALC
+4.2%
-49.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.8% | -7.5% | -1.6% |
| 7D | -10.6% | +10.7% | -21.3% | -12.0% |
| 30D | -7.7% | +20.2% | -27.9% | -10.5% |
| 3M | -27.1% | +8.9% | -36.0% | -28.4% |
| 6M | -46.8% | +5.7% | -52.5% | -47.6% |
| YTD | -49.2% | -1.4% | -47.8% | -48.8% |
| 1Y | -44.9% | +4.7% | -49.6% | -46.1% |
| All | -44.9% | +4.2% | -49.1% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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