+23.9%
IONS vs ALM
+3,516.3%
-3,492.5%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -7.2% | -1.8% | -9.0% |
| 7D | -30.3% | -6.3% | -23.9% | -30.2% |
| 30D | -37.7% | -31.4% | -6.3% | -37.6% |
| 3M | -50.5% | -40.6% | -9.9% | -50.3% |
| 6M | -62.8% | -58.6% | -4.1% | -62.6% |
| YTD | -64.4% | -7.6% | -56.8% | -64.4% |
| 1Y | -59.5% | +13.8% | -73.3% | -59.6% |
| 3Y | -39.2% | +842.1% | -881.3% | -40.5% |
| 5Y | -15.3% | +407.4% | -422.7% | -17.1% |
| 10Y | -31.2% | +2,079.4% | -2,110.5% | -33.6% |
| All | +23.9% | +3,516.3% | -3,492.5% | +15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling