-1.8%
BROS vs IONS
-13.9%
+12.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -21.4% | +28.0% | +11.3% |
| 7D | -17.9% | -24.8% | +6.9% | -13.3% |
| 30D | -5.4% | -31.5% | +26.2% | +2.1% |
| 3M | -32.1% | -45.2% | +13.1% | -22.9% |
| 6M | -31.7% | -59.1% | +27.4% | -18.5% |
| YTD | -41.2% | -60.8% | +19.6% | -29.2% |
| 1Y | -32.6% | -57.9% | +25.2% | -20.6% |
| 3Y | +32.7% | -34.5% | +67.2% | +31.0% |
| 5Y | -44.2% | -8.8% | -35.4% | -55.7% |
| All | -1.8% | -13.9% | +12.1% | -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 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