+30.8%
BIL vs IONS
+213.4%
-182.7%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -21.4% | +21.4% | 0.0% |
| 7D | +0.1% | -24.8% | +24.9% | +0.1% |
| 30D | 0.0% | -31.5% | +31.5% | -0.1% |
| 3M | +0.6% | -45.2% | +45.8% | +0.6% |
| 6M | +1.5% | -59.1% | +60.6% | +1.5% |
| YTD | +2.8% | -60.8% | +63.6% | +2.7% |
| 1Y | +3.3% | -57.9% | +61.2% | +3.3% |
| 3Y | +13.4% | -34.5% | +47.9% | +13.4% |
| 5Y | +19.8% | -8.8% | +28.6% | +19.9% |
| 10Y | +25.6% | -19.2% | +44.9% | +25.7% |
| All | +30.8% | +213.4% | -182.7% | +31.1% |
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