-55.4%
IONS vs ALC
+2.0%
-57.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +0.3% | -21.6% | -21.4% |
| 7D | -24.8% | +2.1% | -26.9% | -25.1% |
| 30D | -31.5% | +17.2% | -48.7% | -33.4% |
| 3M | -45.2% | +4.6% | -49.8% | -45.8% |
| 6M | -59.1% | +20.1% | -79.2% | -60.4% |
| YTD | -60.8% | -4.2% | -56.6% | -60.3% |
| All | -55.4% | +2.0% | -57.4% | -56.0% |
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