-30.0%
BAX vs IONS
+43.7%
-73.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.1% | -4.8% | +3.7% | -0.7% |
| 30D | -5.5% | +7.2% | -12.6% | -6.1% |
| 3M | +33.5% | -22.7% | +56.2% | +35.7% |
| 6M | +35.9% | -26.9% | +62.7% | +38.7% |
| YTD | +35.4% | -26.6% | +61.9% | +38.1% |
| 1Y | +9.8% | -2.1% | +11.9% | +8.9% |
| All | -30.0% | +43.7% | -73.7% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling