+47.7%
IONS vs ALM
+2,063.1%
-2,015.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | -4.8% | -2.6% | -2.2% | -4.7% |
| 30D | +7.2% | +32.0% | -24.8% | +5.8% |
| 3M | -22.7% | -15.0% | -7.6% | -22.6% |
| 6M | -26.9% | -10.1% | -16.8% | -27.4% |
| YTD | -26.6% | +99.4% | -126.0% | -29.4% |
| 1Y | -2.1% | +316.4% | -318.5% | -8.6% |
| All | +47.7% | +2,063.1% | -2,015.5% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling