+123.9%
BHP vs IONS
+51.6%
+72.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.0% |
| 7D | +1.3% | -5.3% | +6.6% | +1.8% |
| 30D | +4.0% | +0.3% | +3.7% | +3.9% |
| 3M | +12.3% | -22.9% | +35.2% | +14.4% |
| 6M | +30.8% | -23.4% | +54.2% | +33.3% |
| YTD | +58.8% | -28.3% | +87.1% | +63.0% |
| 1Y | +76.8% | -7.0% | +83.9% | +76.3% |
| 3Y | +87.5% | +37.6% | +49.8% | +73.3% |
| 5Y | +123.9% | +53.4% | +70.5% | +103.3% |
| All | +123.9% | +51.6% | +72.3% | +103.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling