+1,309.4%
BR vs IONS
+166.4%
+1,142.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.3% |
| 7D | -1.3% | -29.6% | +28.3% | +2.6% |
| 30D | +13.7% | -35.6% | +49.2% | +19.3% |
| 3M | +13.8% | -51.7% | +65.5% | +23.5% |
| 6M | +29.7% | -64.0% | +93.7% | +45.1% |
| YTD | -12.6% | -65.5% | +52.9% | -2.0% |
| 1Y | -12.4% | -62.4% | +50.0% | -3.0% |
| 3Y | +14.1% | -41.1% | +55.2% | +16.0% |
| 5Y | +18.7% | -16.5% | +35.1% | +12.5% |
| 10Y | +276.2% | -35.8% | +312.1% | +248.8% |
| All | +1,309.4% | +166.4% | +1,142.9% | +652.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling