-99.9%
BIYA vs IONS
-13.8%
-86.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -9.1% | +14.0% | +4.5% |
| 7D | -4.1% | -30.3% | +26.2% | -5.2% |
| 30D | -35.5% | -37.7% | +2.2% | -36.5% |
| 3M | -56.3% | -50.5% | -5.8% | -57.9% |
| 6M | -88.7% | -62.8% | -25.9% | -89.3% |
| YTD | -97.0% | -64.4% | -32.6% | -97.1% |
| 1Y | -98.7% | -59.5% | -39.2% | -98.8% |
| All | -99.9% | -13.8% | -86.1% | -99.9% |
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