-46.8%
IONS vs ALM
+31.8%
-78.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.4% |
| 7D | -9.4% | -6.7% | -2.8% | -8.9% |
| 30D | -10.7% | -32.9% | +22.2% | -8.1% |
| 3M | -27.7% | -39.5% | +11.8% | -25.0% |
| 6M | -48.7% | -62.0% | +13.3% | -45.9% |
| YTD | -50.2% | -7.8% | -42.3% | -50.9% |
| 1Y | -46.8% | +26.7% | -73.5% | -47.3% |
| All | -46.8% | +31.8% | -78.6% | -47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling