+246.5%
BBY vs IONS
+87.6%
+158.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.6% | +5.7% | +3.6% |
| 7D | +0.6% | -6.7% | +7.3% | +1.9% |
| 30D | +9.4% | -4.1% | +13.5% | +10.2% |
| 3M | +19.3% | -26.6% | +45.9% | +25.0% |
| 6M | +47.9% | -27.5% | +75.4% | +55.1% |
| YTD | +39.6% | -31.5% | +71.0% | +47.7% |
| 1Y | +22.2% | -15.3% | +37.5% | +23.5% |
| 3Y | +45.0% | +31.3% | +13.7% | +27.9% |
| 5Y | +2.6% | +50.2% | -47.6% | -15.2% |
| All | +246.5% | +87.6% | +158.9% | +175.6% |
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