-16.2%
BITO vs IONS
-11.8%
-4.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.4% | -10.0% | -4.8% |
| 7D | -9.2% | -26.3% | +17.1% | -4.3% |
| 30D | -15.9% | -31.9% | +16.0% | -10.0% |
| 3M | +7.3% | -48.0% | +55.3% | +20.7% |
| 6M | -15.2% | -62.6% | +47.4% | +0.9% |
| YTD | -23.8% | -63.3% | +39.5% | -9.3% |
| 1Y | -32.2% | -58.4% | +26.2% | -21.7% |
| 3Y | +55.1% | -38.2% | +93.3% | +56.2% |
| All | -16.2% | -11.8% | -4.4% | -30.7% |
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 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