+711.7%
BIDU vs IONS
+933.6%
-221.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.1% | +4.1% |
| 7D | +2.4% | -4.8% | +7.3% | +3.4% |
| 30D | -10.5% | +7.2% | -17.7% | -12.0% |
| 3M | -26.2% | -22.7% | -3.5% | -23.2% |
| 6M | -16.4% | -26.9% | +10.5% | -12.1% |
| YTD | -23.9% | -26.6% | +2.7% | -20.0% |
| 1Y | +1.3% | -2.1% | +3.4% | -0.2% |
| 3Y | -32.1% | +43.4% | -75.5% | -40.9% |
| 5Y | -39.0% | +47.0% | -86.0% | -48.3% |
| 10Y | -44.0% | +97.2% | -141.2% | -59.2% |
| All | +711.7% | +933.6% | -221.9% | +148.4% |
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