+233.0%
BAC vs IONS
-29.6%
+262.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -1.9% | -29.4% | +27.6% | +3.0% |
| 30D | -7.2% | -35.1% | +28.0% | -1.3% |
| 3M | -20.4% | -48.9% | +28.5% | -12.2% |
| 6M | +1.3% | -62.4% | +63.7% | +16.3% |
| YTD | -6.4% | -64.2% | +57.8% | +8.1% |
| 1Y | -3.5% | -60.9% | +57.4% | +9.7% |
| 3Y | +96.7% | -38.9% | +135.6% | +99.7% |
| 5Y | +20.6% | -15.6% | +36.2% | +11.4% |
| 10Y | +233.0% | -33.5% | +266.5% | +204.5% |
| All | +233.0% | -29.6% | +262.7% | +204.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 10y: compounded portfolio wealth divided by compounded IONS 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…
10y analysis · Full analysis span regression · 6 months rolling