+274.7%
BBY vs IONS
-32.1%
+306.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.8% | -0.6% |
| 7D | +4.5% | -26.3% | +30.7% | +9.5% |
| 30D | +16.8% | -31.9% | +48.7% | +24.3% |
| 3M | +23.2% | -48.0% | +71.2% | +37.9% |
| 6M | +91.9% | -62.6% | +154.5% | +126.3% |
| YTD | +61.6% | -63.3% | +124.9% | +90.7% |
| 1Y | +43.9% | -58.4% | +102.3% | +65.1% |
| 3Y | +88.6% | -38.2% | +126.9% | +90.9% |
| 5Y | -3.1% | -11.1% | +8.0% | -13.2% |
| All | +274.7% | -32.1% | +306.8% | +248.7% |
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