+1,319.5%
BR vs IONS
+176.4%
+1,143.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | +1.9% | -29.4% | +31.3% | +5.8% |
| 30D | +15.9% | -35.1% | +51.0% | +21.6% |
| 3M | +13.7% | -48.9% | +62.5% | +22.5% |
| 6M | +31.0% | -62.4% | +93.4% | +45.8% |
| YTD | -12.0% | -64.2% | +52.2% | -1.8% |
| 1Y | -11.5% | -60.9% | +49.4% | -2.4% |
| 3Y | +14.9% | -38.9% | +53.8% | +16.3% |
| 5Y | +20.1% | -15.6% | +35.7% | +13.8% |
| 10Y | +278.9% | -33.5% | +312.4% | +249.7% |
| All | +1,319.5% | +176.4% | +1,143.1% | +654.3% |
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