+668.0%
BE vs IONS
-35.4%
+703.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.4% | -11.3% | -7.3% |
| 7D | +10.8% | -26.3% | +37.1% | +21.3% |
| 30D | -19.8% | -31.9% | +12.2% | -9.0% |
| 3M | -18.7% | -48.0% | +29.3% | +1.6% |
| 6M | -33.7% | -62.6% | +28.8% | -8.4% |
| YTD | +121.0% | -63.3% | +184.2% | +208.8% |
| 1Y | +85.4% | -58.4% | +143.8% | +146.6% |
| 3Y | +1,709.5% | -38.2% | +1,747.7% | +1,787.5% |
| 5Y | +462.2% | -11.1% | +473.3% | +361.7% |
| All | +668.0% | -35.4% | +703.4% | +784.7% |
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