-43.8%
BIDU vs IONS
+52.5%
-96.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.3% |
| 7D | -2.4% | -8.7% | +6.2% | -0.6% |
| 30D | -16.0% | -1.6% | -14.3% | -15.8% |
| 3M | -24.0% | -24.9% | +0.9% | -20.5% |
| 6M | -24.9% | -25.7% | +0.8% | -21.3% |
| YTD | -29.6% | -29.2% | -0.4% | -25.4% |
| 1Y | -15.2% | -13.0% | -2.1% | -14.6% |
| 3Y | -32.2% | +35.9% | -68.1% | -42.4% |
| 5Y | -43.8% | +54.5% | -98.3% | -56.5% |
| All | -43.8% | +52.5% | -96.3% | -56.5% |
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