-42.5%
BBWI vs IONS
+46.3%
-88.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.9% |
| 7D | +1.5% | -4.8% | +6.4% | +2.2% |
| 30D | -5.2% | +7.2% | -12.4% | -6.5% |
| 3M | +11.1% | -22.7% | +33.8% | +14.0% |
| 6M | -13.4% | -26.9% | +13.5% | -10.2% |
| YTD | +0.1% | -26.6% | +26.7% | +3.4% |
| 1Y | -36.1% | -2.1% | -34.0% | -37.5% |
| All | -42.5% | +46.3% | -88.8% | -50.0% |
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