+7.8%
BR vs IONS
+51.6%
-43.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.3% |
| 7D | -5.9% | -5.3% | -0.7% | -5.6% |
| 30D | +1.9% | +0.3% | +1.6% | +1.8% |
| 3M | +14.7% | -22.9% | +37.5% | +16.1% |
| 6M | -12.8% | -23.4% | +10.6% | -11.6% |
| YTD | -23.0% | -28.3% | +5.3% | -21.8% |
| 1Y | -31.7% | -7.0% | -24.6% | -32.1% |
| 3Y | -4.8% | +37.6% | -42.4% | -11.2% |
| 5Y | +7.8% | +53.4% | -45.6% | -1.0% |
| All | +7.8% | +51.6% | -43.8% | -1.0% |
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