+21.9%
BB vs IONS
-32.1%
+54.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.4% | -8.8% | -3.9% |
| 7D | +1.8% | -26.3% | +28.1% | +8.1% |
| 30D | +8.1% | -31.9% | +40.1% | +17.3% |
| 3M | -1.0% | -48.0% | +47.0% | +14.0% |
| 6M | +45.9% | -62.6% | +108.5% | +79.2% |
| YTD | +134.8% | -63.3% | +198.1% | +188.6% |
| 1Y | +104.6% | -58.4% | +163.0% | +142.6% |
| 3Y | +152.8% | -38.2% | +191.1% | +155.0% |
| 5Y | -17.4% | -11.1% | -6.3% | -27.0% |
| All | +21.9% | -32.1% | +54.0% | +14.0% |
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 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