+65.6%
BROS vs IONS
+39.5%
+26.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.2% |
| 7D | -0.9% | -5.3% | +4.4% | -0.3% |
| 30D | -13.5% | +0.3% | -13.7% | -13.4% |
| 3M | -18.4% | -22.9% | +4.4% | -16.8% |
| 6M | -10.6% | -23.4% | +12.8% | -8.8% |
| YTD | -25.1% | -28.3% | +3.3% | -23.0% |
| 1Y | -28.6% | -7.0% | -21.6% | -29.0% |
| 3Y | +65.6% | +37.6% | +28.0% | +51.8% |
| All | +65.6% | +39.5% | +26.0% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling