+300.1%
BB vs IONS
+338.4%
-38.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -5.6% | -4.8% | -0.8% | -4.6% |
| 30D | -11.8% | +7.2% | -19.0% | -13.4% |
| 3M | -25.5% | -22.7% | -2.9% | -22.3% |
| 6M | +121.3% | -26.9% | +148.1% | +133.3% |
| YTD | +103.2% | -26.6% | +129.7% | +113.5% |
| 1Y | +102.6% | -2.1% | +104.8% | +98.3% |
| 3Y | +37.5% | +43.4% | -5.9% | +17.7% |
| 5Y | -30.4% | +47.0% | -77.4% | -41.6% |
| 10Y | 0.0% | +97.2% | -97.2% | -28.5% |
| All | +300.1% | +338.4% | -38.3% | +40.1% |
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 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