-3.8%
BROS vs IONS
-21.7%
+17.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.1% | +7.1% | 0.0% |
| 7D | -19.0% | -30.3% | +11.2% | -13.1% |
| 30D | -7.3% | -37.7% | +30.5% | +2.1% |
| 3M | -31.2% | -50.5% | +19.3% | -20.2% |
| 6M | -33.0% | -62.8% | +29.7% | -18.5% |
| YTD | -42.4% | -64.4% | +22.0% | -29.2% |
| 1Y | -37.7% | -59.5% | +21.7% | -26.2% |
| 3Y | +28.2% | -39.2% | +67.4% | +28.1% |
| 5Y | -43.4% | -15.3% | -28.0% | -54.0% |
| All | -3.8% | -21.7% | +17.9% | -28.4% |
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