+628.0%
BAX vs IONS
+440.4%
+187.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.1% | -4.8% | +3.7% | -0.8% |
| 30D | -5.5% | +7.2% | -12.6% | -5.9% |
| 3M | +33.5% | -22.7% | +56.2% | +35.4% |
| 6M | +35.9% | -26.9% | +62.7% | +38.2% |
| YTD | +35.4% | -26.6% | +61.9% | +37.7% |
| 1Y | +9.8% | -2.1% | +11.9% | +9.4% |
| 3Y | -32.7% | +43.4% | -76.2% | -35.5% |
| 5Y | -65.6% | +47.0% | -112.5% | -67.4% |
| 10Y | -34.9% | +97.2% | -132.1% | -40.9% |
| All | +628.0% | +440.4% | +187.6% | +416.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling