+537.7%
BIDU vs IONS
+417.1%
+120.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.8% | -0.7% |
| 7D | -4.6% | -26.3% | +21.7% | +1.0% |
| 30D | -4.5% | -31.9% | +27.4% | +2.6% |
| 3M | -25.4% | -48.0% | +22.6% | -15.4% |
| 6M | -48.1% | -62.6% | +14.5% | -37.8% |
| YTD | -40.2% | -63.3% | +23.1% | -28.1% |
| 1Y | -35.2% | -58.4% | +23.2% | -24.2% |
| 3Y | -27.1% | -38.2% | +11.1% | -24.7% |
| 5Y | -54.2% | -11.1% | -43.1% | -57.1% |
| 10Y | -52.0% | -31.7% | -20.3% | -56.2% |
| All | +537.7% | +417.1% | +120.6% | +123.4% |
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