+22.7%
IONS vs ALM
+2,022.9%
-2,000.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.5% |
| 7D | -9.4% | -6.7% | -2.8% | -9.2% |
| 30D | -10.7% | -32.9% | +22.2% | -9.3% |
| 3M | -27.7% | -39.5% | +11.8% | -26.3% |
| 6M | -48.7% | -62.0% | +13.3% | -47.0% |
| YTD | -50.2% | -7.8% | -42.3% | -50.5% |
| 1Y | -46.8% | +26.7% | -73.5% | -47.9% |
| 3Y | -14.8% | +825.4% | -840.2% | -24.4% |
| 5Y | +17.0% | +401.2% | -384.2% | +4.7% |
| All | +22.7% | +2,022.9% | -2,000.1% | -2.8% |
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