+1,331.2%
BAC vs IONS
+266.7%
+1,064.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | -1.2% | -9.4% | +8.2% | 0.0% |
| 30D | -7.7% | -10.7% | +3.1% | -6.4% |
| 3M | -21.2% | -27.7% | +6.5% | -18.1% |
| 6M | -6.8% | -48.7% | +41.9% | +0.3% |
| YTD | -8.7% | -50.2% | +41.5% | -1.5% |
| 1Y | -5.3% | -46.8% | +41.5% | +1.3% |
| 3Y | +87.4% | -14.8% | +102.3% | +84.6% |
| 5Y | +18.9% | +17.0% | +1.9% | +10.4% |
| 10Y | +273.3% | +45.3% | +228.0% | +222.8% |
| All | +1,331.2% | +266.7% | +1,064.5% | +844.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling