+290.2%
BN vs IONS
-32.1%
+322.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.0% | -2.8% |
| 7D | -1.0% | -26.3% | +25.3% | +3.8% |
| 30D | +14.0% | -31.9% | +45.9% | +21.2% |
| 3M | -9.0% | -48.0% | +39.0% | +1.6% |
| 6M | -8.8% | -62.6% | +53.7% | +7.2% |
| YTD | -10.3% | -63.3% | +53.0% | +5.6% |
| 1Y | -5.8% | -58.4% | +52.6% | +8.0% |
| 3Y | +94.8% | -38.2% | +133.0% | +97.7% |
| 5Y | +31.5% | -11.1% | +42.6% | +20.2% |
| All | +290.2% | -32.1% | +322.3% | +274.1% |
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 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