-99.8%
BIYA vs IONS
+73.4%
-173.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | -0.2% |
| 7D | +2.7% | -5.3% | +8.0% | +2.2% |
| 30D | -18.7% | +0.3% | -19.0% | -18.7% |
| 3M | -72.0% | -22.9% | -49.1% | -72.6% |
| 6M | -86.4% | -23.4% | -63.0% | -86.6% |
| YTD | -94.2% | -28.3% | -65.8% | -94.3% |
| 1Y | -98.4% | -7.0% | -91.4% | -98.5% |
| All | -99.8% | +73.4% | -173.2% | -99.8% |
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