-64.2%
BAX vs IONS
-11.8%
-52.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | -0.3% |
| 7D | +0.1% | -26.3% | +26.4% | +2.7% |
| 30D | +4.1% | -31.9% | +36.0% | +7.6% |
| 3M | -4.5% | -48.0% | +43.4% | +1.5% |
| 6M | +49.2% | -62.6% | +111.8% | +63.3% |
| YTD | +35.2% | -63.3% | +98.5% | +48.1% |
| 1Y | +38.3% | -58.4% | +96.7% | +49.3% |
| 3Y | -19.0% | -38.2% | +19.2% | -19.0% |
| All | -64.2% | -11.8% | -52.4% | -65.1% |
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