-45.3%
BBWI vs IONS
-27.6%
-17.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.1% | +8.6% | +1.5% |
| 7D | -4.2% | -30.3% | +26.0% | +2.9% |
| 30D | +24.9% | -37.7% | +62.6% | +37.5% |
| 3M | +13.2% | -50.5% | +63.7% | +30.8% |
| 6M | +12.1% | -62.8% | +74.9% | +36.3% |
| YTD | +11.1% | -64.4% | +75.4% | +36.1% |
| 1Y | +0.7% | -59.5% | +60.2% | +19.5% |
| 3Y | -23.8% | -39.2% | +15.4% | -22.0% |
| 5Y | -66.9% | -15.3% | -51.6% | -69.9% |
| 10Y | -45.3% | -31.2% | -14.2% | -47.8% |
| All | -45.3% | -27.6% | -17.7% | -47.8% |
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