+29.3%
BB vs IONS
-29.6%
+58.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.7% |
| 7D | +7.3% | -29.4% | +36.7% | +15.2% |
| 30D | +11.2% | -35.1% | +46.4% | +22.0% |
| 3M | +4.7% | -48.9% | +53.6% | +21.0% |
| 6M | +51.1% | -62.4% | +113.5% | +85.2% |
| YTD | +148.0% | -64.2% | +212.2% | +206.5% |
| 1Y | +106.1% | -60.9% | +167.0% | +148.3% |
| 3Y | +158.2% | -38.9% | +197.1% | +161.1% |
| 5Y | -10.8% | -15.6% | +4.8% | -20.0% |
| 10Y | +29.3% | -33.5% | +62.7% | +22.1% |
| All | +29.3% | -29.6% | +58.9% | +22.1% |
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 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