-63.0%
IONS vs ALC
+32.2%
-95.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +0.3% | -21.6% | -21.5% |
| 7D | -24.8% | +2.1% | -26.9% | -25.5% |
| 30D | -31.5% | +17.2% | -48.7% | -35.8% |
| 3M | -45.2% | +4.6% | -49.8% | -46.4% |
| 6M | -59.1% | +20.1% | -79.2% | -62.2% |
| YTD | -60.8% | -4.2% | -56.6% | -60.8% |
| 1Y | -57.9% | +2.1% | -59.9% | -59.0% |
| 3Y | -34.5% | +4.5% | -38.9% | -38.9% |
| 5Y | -8.8% | -12.3% | +3.5% | -8.9% |
| All | -63.0% | +32.2% | -95.1% | -70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling