+22,830.7%
BRO vs IONS
+417.7%
+22,413.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | -8.6% | -4.3% | -4.3% | -8.3% |
| 30D | -6.9% | +0.4% | -7.4% | -7.0% |
| 3M | +10.5% | -24.1% | +34.6% | +12.1% |
| 6M | -2.8% | -26.4% | +23.7% | -1.2% |
| YTD | -16.1% | -29.7% | +13.5% | -14.7% |
| 1Y | -27.6% | -13.0% | -14.6% | -27.4% |
| 3Y | -7.3% | +35.0% | -42.3% | -10.8% |
| 5Y | +19.0% | +54.2% | -35.2% | +12.5% |
| 10Y | +292.7% | +91.8% | +200.9% | +258.2% |
| All | +22,830.7% | +417.7% | +22,413.1% | +16,629.2% |
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