-25.9%
BBWI vs IONS
-16.4%
-9.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -3.5% |
| 7D | -6.2% | -9.4% | +3.2% | -4.7% |
| 30D | +19.9% | -10.7% | +30.7% | +22.0% |
| 3M | +7.1% | -27.7% | +34.8% | +12.3% |
| 6M | +13.7% | -48.7% | +62.4% | +24.4% |
| YTD | +9.6% | -50.2% | +59.8% | +20.3% |
| 1Y | -1.6% | -46.8% | +45.2% | +6.6% |
| 3Y | -25.9% | -14.8% | -11.0% | -34.9% |
| All | -25.9% | -16.4% | -9.5% | -34.9% |
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