-41.9%
IONS vs ALM
+836.8%
-878.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.5% | +2.9% | -3.3% |
| 7D | -29.6% | -4.0% | -25.6% | -29.5% |
| 30D | -35.6% | -30.5% | -5.0% | -34.6% |
| 3M | -51.7% | -46.9% | -4.8% | -50.4% |
| 6M | -64.0% | -65.5% | +1.5% | -62.6% |
| YTD | -65.5% | -13.4% | -52.1% | -65.4% |
| 1Y | -62.4% | +9.8% | -72.2% | -62.6% |
| All | -41.9% | +836.8% | -878.7% | -44.4% |
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 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