+47.7%
IONS vs ALC
-13.3%
+61.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.4% |
| 7D | -4.8% | -2.1% | -2.8% | -4.4% |
| 30D | +7.2% | -0.1% | +7.3% | +7.2% |
| 3M | -22.7% | +5.9% | -28.6% | -23.9% |
| 6M | -26.9% | -15.9% | -11.0% | -23.7% |
| YTD | -26.6% | -10.1% | -16.5% | -25.0% |
| 1Y | -2.1% | -10.2% | +8.1% | -0.2% |
| All | +47.7% | -13.3% | +61.0% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling