+155.2%
IONS vs ALM
+7,705.7%
-7,550.5%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | -4.8% | -2.6% | -2.2% | -4.8% |
| 30D | +7.2% | +32.0% | -24.8% | +7.0% |
| 3M | -22.7% | -15.0% | -7.6% | -22.7% |
| 6M | -26.9% | -10.1% | -16.8% | -26.9% |
| YTD | -26.6% | +99.4% | -126.0% | -27.1% |
| 1Y | -2.1% | +316.4% | -318.5% | -3.4% |
| 3Y | +43.4% | +2,022.0% | -1,978.5% | +39.4% |
| 5Y | +47.0% | +941.2% | -894.2% | +43.3% |
| 10Y | +97.2% | +2,950.3% | -2,853.2% | +89.5% |
| All | +155.2% | +7,705.7% | -7,550.5% | +137.5% |
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