+5,715.0%
BHP vs IONS
+440.4%
+5,274.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -2.9% | -4.8% | +2.0% | -2.4% |
| 30D | +3.4% | +7.2% | -3.8% | +2.7% |
| 3M | +4.1% | -22.7% | +26.8% | +6.0% |
| 6M | +20.6% | -26.9% | +47.5% | +23.5% |
| YTD | +56.1% | -26.6% | +82.6% | +59.7% |
| 1Y | +69.6% | -2.1% | +71.7% | +68.6% |
| 3Y | +78.8% | +43.4% | +35.4% | +68.2% |
| 5Y | +113.1% | +47.0% | +66.1% | +97.1% |
| 10Y | +505.9% | +97.2% | +408.7% | +427.5% |
| All | +5,715.0% | +440.4% | +5,274.6% | +3,844.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling