+13.0%
IONS vs ALC
-11.2%
+24.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.3% |
| 7D | -9.4% | +4.9% | -14.3% | -11.0% |
| 30D | -10.7% | +19.0% | -29.7% | -15.9% |
| 3M | -27.7% | +7.8% | -35.4% | -29.7% |
| 6M | -48.7% | +14.6% | -63.3% | -51.4% |
| YTD | -50.2% | -4.4% | -45.7% | -50.0% |
| 1Y | -46.8% | +1.4% | -48.2% | -47.8% |
| 3Y | -14.8% | +2.5% | -17.4% | -19.6% |
| All | +13.0% | -11.2% | +24.2% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling