-16.5%
IONS vs ALC
-9.8%
-6.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.3% |
| 7D | -29.6% | -6.2% | -23.4% | -28.2% |
| 30D | -35.6% | +14.0% | -49.6% | -38.5% |
| 3M | -51.7% | -2.4% | -49.3% | -51.4% |
| 6M | -64.0% | +12.6% | -76.6% | -65.7% |
| YTD | -65.5% | -8.4% | -57.1% | -64.9% |
| 1Y | -62.4% | -9.1% | -53.3% | -61.7% |
| 3Y | -41.1% | -0.3% | -40.8% | -44.0% |
| 5Y | -16.5% | -9.9% | -6.5% | -15.2% |
| All | -16.5% | -9.8% | -6.7% | -15.2% |
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