-33.5%
IONS vs ALM
+2,084.7%
-2,118.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -29.4% | -7.2% | -22.3% | -29.3% |
| 30D | -35.1% | -26.4% | -8.8% | -34.4% |
| 3M | -48.9% | -38.6% | -10.3% | -48.0% |
| 6M | -62.4% | -61.0% | -1.4% | -61.3% |
| YTD | -64.2% | -7.4% | -56.8% | -64.5% |
| 1Y | -60.9% | +14.0% | -74.9% | -61.5% |
| 3Y | -38.9% | +844.4% | -883.3% | -45.5% |
| 5Y | -15.6% | +410.8% | -426.4% | -24.1% |
| 10Y | -33.5% | +2,084.7% | -2,118.2% | -45.8% |
| All | -33.5% | +2,084.7% | -2,118.2% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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