+25.7%
BIL vs IONS
-29.6%
+55.3%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +0.1% | -29.4% | +29.5% | +0.1% |
| 30D | 0.0% | -35.1% | +35.1% | 0.0% |
| 3M | +0.6% | -48.9% | +49.5% | +0.6% |
| 6M | +1.5% | -62.4% | +63.9% | +1.5% |
| YTD | +2.8% | -64.2% | +67.0% | +2.8% |
| 1Y | +3.3% | -60.9% | +64.2% | +3.3% |
| 3Y | +13.4% | -38.9% | +52.3% | +13.4% |
| 5Y | +19.8% | -15.6% | +35.4% | +19.8% |
| 10Y | +25.7% | -33.5% | +59.2% | +25.7% |
| All | +25.7% | -29.6% | +55.3% | +25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling