+7.2%
BAH vs IONS
-11.8%
+19.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -0.8% |
| 7D | +1.7% | -26.3% | +28.0% | +4.0% |
| 30D | +20.8% | -31.9% | +52.7% | +24.4% |
| 3M | +11.6% | -48.0% | +59.6% | +17.6% |
| 6M | +23.1% | -62.6% | +85.7% | +33.2% |
| YTD | +5.3% | -63.3% | +68.5% | +13.8% |
| 1Y | +6.1% | -58.4% | +64.5% | +13.0% |
| 3Y | -27.5% | -38.2% | +10.7% | -27.8% |
| All | +7.2% | -11.8% | +19.0% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling