+208.8%
BAH vs IONS
-5.7%
+214.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -21.4% | +22.9% | +4.0% |
| 7D | -1.5% | -24.8% | +23.3% | +1.3% |
| 30D | +17.3% | -31.5% | +48.8% | +21.9% |
| 3M | +14.9% | -45.2% | +60.1% | +22.2% |
| 6M | +14.2% | -59.1% | +73.3% | +25.0% |
| YTD | +5.1% | -60.8% | +65.9% | +15.3% |
| 1Y | +2.1% | -57.9% | +59.9% | +10.8% |
| 3Y | -26.0% | -34.5% | +8.5% | -25.9% |
| 5Y | +9.0% | -8.8% | +17.8% | +2.2% |
| 10Y | +208.8% | -19.2% | +228.0% | +182.2% |
| All | +208.8% | -5.7% | +214.5% | +182.2% |
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