-34.4%
IONS vs ALHC
-59.7%
+25.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.5% | -14.6% | -9.7% |
| 7D | -30.3% | +3.8% | -34.0% | -30.6% |
| 30D | -37.7% | +1.7% | -39.4% | -38.0% |
| 3M | -50.5% | -44.3% | -6.2% | -47.3% |
| 6M | -62.8% | -57.2% | -5.5% | -59.8% |
| YTD | -64.4% | -61.2% | -3.2% | -61.3% |
| 1Y | -59.5% | -53.2% | -6.3% | -57.1% |
| 3Y | -39.2% | +27.8% | -67.0% | -46.4% |
| 5Y | -15.3% | -65.4% | +50.0% | -14.5% |
| All | -34.4% | -59.7% | +25.4% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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