+152.8%
BB vs IONS
-36.9%
+189.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.4% | -8.8% | -3.1% |
| 7D | +1.8% | -26.3% | +28.1% | +4.5% |
| 30D | +8.1% | -31.9% | +40.1% | +12.2% |
| 3M | -1.0% | -48.0% | +47.0% | +5.4% |
| 6M | +45.9% | -62.6% | +108.5% | +59.8% |
| YTD | +134.8% | -63.3% | +198.1% | +157.1% |
| 1Y | +104.6% | -58.4% | +163.0% | +119.5% |
| 3Y | +152.8% | -38.2% | +191.1% | +134.1% |
| All | +152.8% | -36.9% | +189.7% | +134.1% |
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 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