-31.5%
BROS vs IONS
-8.4%
-23.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.9% |
| 7D | -6.6% | -8.7% | +2.1% | -6.0% |
| 30D | -12.3% | -1.6% | -10.7% | -12.0% |
| 3M | -22.2% | -24.9% | +2.7% | -21.9% |
| 6M | -14.3% | -25.7% | +11.4% | -13.9% |
| YTD | -26.6% | -29.2% | +2.6% | -25.8% |
| 1Y | -31.5% | -13.0% | -18.5% | -36.0% |
| All | -31.5% | -8.4% | -23.1% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling