-38.8%
IONS vs ALM
+2,100.8%
-2,139.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +7.7% | -1.3% | +6.1% |
| 7D | -26.3% | +1.2% | -27.5% | -26.4% |
| 30D | -31.9% | -19.3% | -12.6% | -31.4% |
| 3M | -48.0% | -40.6% | -7.3% | -47.0% |
| 6M | -62.6% | -57.9% | -4.6% | -61.5% |
| YTD | -63.3% | -6.7% | -56.6% | -63.6% |
| 1Y | -58.4% | +20.2% | -78.6% | -59.1% |
| 3Y | -38.2% | +879.4% | -917.7% | -44.9% |
| 5Y | -11.1% | +415.3% | -426.4% | -20.1% |
| All | -38.8% | +2,100.8% | -2,139.6% | -50.4% |
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