+399.1%
BAC vs IONS
+98.1%
+301.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.1% | -4.8% | +5.9% | +1.9% |
| 30D | -0.4% | +7.2% | -7.6% | -1.6% |
| 3M | +16.9% | -22.7% | +39.6% | +20.7% |
| 6M | +26.6% | -26.9% | +53.5% | +31.8% |
| YTD | +15.8% | -26.6% | +42.4% | +20.3% |
| 1Y | +27.2% | -2.1% | +29.3% | +25.3% |
| 3Y | +132.4% | +43.4% | +89.0% | +105.7% |
| 5Y | +72.6% | +47.0% | +25.6% | +47.6% |
| All | +399.1% | +98.1% | +301.0% | +278.9% |
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