+32.7%
BROS vs IONS
-34.1%
+66.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -21.4% | +28.0% | +8.8% |
| 7D | -17.9% | -24.8% | +6.9% | -15.6% |
| 30D | -5.4% | -31.5% | +26.2% | -1.6% |
| 3M | -32.1% | -45.2% | +13.1% | -27.5% |
| 6M | -31.7% | -59.1% | +27.4% | -25.2% |
| YTD | -41.2% | -60.8% | +19.6% | -35.3% |
| 1Y | -32.6% | -57.9% | +25.2% | -26.7% |
| 3Y | +32.7% | -34.5% | +67.2% | +23.5% |
| All | +32.7% | -34.1% | +66.8% | +23.5% |
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