-36.8%
BAX vs IONS
+17.3%
-54.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | +12.1% | -9.4% | +21.6% | +13.4% |
| 30D | +7.6% | -10.7% | +18.3% | +9.0% |
| 3M | -4.5% | -27.7% | +23.2% | -0.9% |
| 6M | +52.0% | -48.7% | +100.7% | +63.3% |
| YTD | +35.1% | -50.2% | +85.3% | +45.6% |
| 1Y | +43.7% | -46.8% | +90.5% | +53.5% |
| 3Y | -20.9% | -14.8% | -6.1% | -22.5% |
| 5Y | -63.5% | +17.0% | -80.6% | -66.4% |
| All | -36.8% | +17.3% | -54.1% | -37.6% |
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